Make a backup of your Skyrim folder!
- Right-click on Skyrim in your Steam Library
- Click on Properties
- Go to the Language tab
- Select the language you want from the drop-down box
- Close the Properties window
You'll automatically start to download the necessary files; 1-2GB (Skyrim - Voices.bsa, Skyrim - Voicesixtra.bsa) just for Skyrim and probably all the DLC BSAs, if you own the DLCs.
It is also possible to have English (or any other language) subtitles and text in menus with the voice acting in any other language. You just need to download the voice over files for a language (Russian in this case), copy the voice over files to a safe place, switch to the language you want to use for subtitles and replace the voice over files with the files you downloaded earlier.