You should install at least the following MiKTeX packages:
The first provides the Computer Modern Cyrillic fonts, which are required to begin typesetting in Russian. The second contains support files and the third provides the Type1 font files for better rendering and printing. It should be considered to install the full MiKTeX distribution and forget about downloading packages.
It's better also to use the UTF-8 encoding, if your editor supports it (and change editor if it doesn't). A typical file for typesetting in Russian starts as
If also English is needed (and the main language is Russian), then
is the better option (with T1 possibly omitted, which is instead necessary for other European languages written in the latin script).
babel avoids spurious warnings by Babel and makes sure that the correct encodings are chosen.