BUG #4038: Problem with locale changing by initdb

The following bug has been logged online:

Bug reference: 4038
Logged by: Alexey
Email address: _Kpot_(at)sibmail(dot)com
PostgreSQL version: 8.2.5
Operating system: Windows 2003
Description: Problem with locale changing by initdb
Details:

I want to change locale of my database to 'Russian_Russia.1251'. I executed
command, according to documentation:

initdb -D E:\Program Files\PostgreSQL\8.2\data --locale=Russian_Russia.1251

Then I saw message:

The files belonging to this database system will be owned by user "Alexey".
This user must also own the server process.
The database cluster will be initialized with locale Russian_Russia.1251.
initdb: directory "Files/PostgreSQL/8.2/data" exists but is not empty
If you want to create a new database system, either remove or empty
the directory "Files/PostgreSQL/8.2/data" or run initdb
with an argument other than "Files/PostgreSQL/8.2/data".

After I saw values of parameters lc_collate and lc_ctype, and they were 'C',
but not 'Russian_Russia.1251'

Did I somethin wrong?