What's the problem with Epay (oiros and dollah), you don't have currency exchange / bank office nearby? Or you mean the cheque is in GBP, and they don't accept LizzyQueen?
I'm afraid there are only 2 ways:
1st is to talk to the issuing bank, if they can accept the cheque mailed from you back to them, organize an account for you, connect plastic debit card to it and mail the card back to you.
2nd - go to vacation back to UK, cash it there, and bring pound "cotelette" back to Russia.
All the world's Kremlin,
And all the men and women merely agents