You don't need to spend lots of money on Microsoft Office Proofing Tools to get a Russian spellcheck working, in fact you don't even need to spend lots of money on Microsoft Office!  There's a great free open source office suite available called Open Office.  It's a full office suite including word processing, spreadsheets, presentations and more and is compatible with Microsoft Office.

To download Open Office go to www.openoffice.org and download the suite.  Install it and then open Open Office Writer.  You'll see it's very similar to Word.  Next, click File > Wizards > Install New Dictionaries...  A new window pops up, follow the instructions and then within a few minutes you should have the Russian dictionary running on your computer.  You can now create new documents in Writer, save them as Word documents or open previous Word documents and spellcheck them with Writer!  Great!