bug in 7.4.2, concern unicode and russian content of db

There is bug in 7.4.2, concerning unicode and russian letters. For db
in unicode russian data doesn`t order in alphabetical order (rows group
with the same first letter but not in alphabetical order).
SELECT "person" from my_table ORDER BY "person";
Rows group in such order (approximately): А-Я-В-Т-З, but must be :
А-В-З-Т-Я.
For english letters all looks fine. For db in koi8r encoding also all
works right. So, I CANNOT use unicode with russian content of db in
postgres. Is it bug or not?