We've had a good look at this now. It's quite a tough problem and is going to take some time to fix as it involves quite a few software changes - it turns out that there is a bug in the version of Python (one of the langauges that we use in EigenD) we use and the way it interacts with other parts of the system in it's handling of non-western characters. It's not in our code, it's a bad interaction with other parts of the system and seems to be confined to Windows, which treats characters in filenames in a non standard (ie, not UTF8) way.
We have figured out a way to deal with this, but it involves quite a few code changes in a number of places, some of which are important and therefore require proper testing before release. For these reasons we will not be able to release a version containing that fix in the next few days, it will certainly take longer than that. We will let you know when make a release that contains the fix.
In the meantime the simplest workaround (and I'm sure that this has already ocurred to you) is to install and run EigenD as a different username, one that does not contain any cyrillic characters. This should get you by untill we can get a version out that deals with it in a more satisfactory manner.
John