The environment variable you need to set is ISE_USER_FILES. It should specify the path to any suitable location without cyrillic letters. Please, make sure the full paths to the projects, you are going to work on, do not contain cyrillic letters either.
Depending on the way you start EiffelStudio and your personal preferences, the variable can be set via environment or Windows registry. The details can be found at
	http://dev.eiffel.com/Environment_Variables