Configure the Russian keyboard layout in your operational system, then you can interchange between your layout and the Russian layout using a pre-defined shortcut, like the default one: Alt+Shift. Besides, in order to get used to this layout, you can put stickers with the Cyrillic characters in your keyboard to make this process easier. Also you can buy a Russian keyboard, that already comes with both references: Latin and Cyrillic.

Install a Russian layout on your OS and then I guess, for the ease of identifying corresponiding keys to letters, you'd better buy a Russian keyboard (Latin + Cyrillic). Or if you need to occasionally write something with Cyrillic letter then it's prudent I think to just use sites like Faina recommended.

In addition, if you can't find keyboard/stickers, go [for WinXP] Programs -> Standard, there should be virtual keyboard. Depending on the selected layout, it shows the symbols you need. If you're going to use stickers, ensure that you are following exactly Russian layout, not any other Cyrillic, they are all different.

http://www.transliter.ru/online_keyboard/ I hope it is useful