Continuing with this topic.
Thanks to sema's advice, reinstalling the service pack after changing the regional settings really helped. But now I have another problem. I'm not able to make the "system default" check box switched on. And the bloody DayNotez Desktop seems to abandon my choices of font scripts and always substitute the wrong ones. I think, these two facts must be connected. So, my next question is: how do I switch on the bloody checkbox?
Update: I have solved the DayNotez font problem by simply setting all fonts to MS Sans Serif, which has only the script for system codepage. So, thanks to everybody and forget about all that.
P.S. All this, especially the DayNotez's difficulties, reminds me of the old maxim I proclaimed a few years ago: most programmers in the world don't give a fuck about codepages and locales that differ from those configured locally at their workstations!