Radomir, you actually got further with this than I ever did, despite me being an IT professional etc. I agree that it would be tremendously helpful to be able to easily type Russian vowels with an accent.

There have been several threads about this and I can't remember that any actually offered any good advice. Most people have given up and do things like make the stressed vowel bold instead, or a different colour.

Obviously the Russians don't normally know either, since they have no reason to want to put accents when typing in Russian...
This problem is specific for people who are learning Russian with a starting point in a language with Latin letters.
I guess you are in a better starting position than many others though, since you are more used to accents from Spanish.

Can you explain exactly what settings you changed in XP? What did you then do, to get the accented vowels when typing in Russian?
Do you type with the Cyrillic keyboard enabled, or how?

Did you change something in XP itself, or in Microsoft Word? If it was in Word, what version do you use?If we know exactly how you got this working in XP, then we have a better chance of figuring it out for Windows 7.

I've had Win7 for as long as I've studied Russian and I would really like to get this working too.
As for Word: It's relatively unlikely that they removed this functionality, they probably just moved it somewhere else.