Try doing the following and let me know:
1. Navigate to http://translita.appspot.com/download.html
2. Click on Zip (the direct link is http://translita.appspot.com/TranslitA_Bin.zip )
3. After you download the .zip file, extract all (two) compressed files somewhere (e.g. to your desktop). Among those two files there will be a file named TranslitA.exe
4. Run the TranslitA.exe once.
5. When you want to turn on/off Russian, press Ctrl+Shift on the keyboard once, release and start typing in any program.
Have fun!