Recently I had some problems with cyrillic filenames in a FAT partition. The default KDE file manager (Konqueror), along with any other program which manages your file (this includes Xmms browsing your hd), couldn't recognize the cyrillic alphabet, showing instead question marks. I thought the problem had to do with KDE itself, but the problem in fact lies on how you mount your partition. To solve that problem, simply add the iocharset (to Unicode-8) option in /etc/fstab.
/dev/hdb1 /windows/mp3 vfat defaults,umask=002,gid=100,iocharset=utf8 1 0
Seems stupid, but I spent lots of brain cells to solve it
And there's a representation of how I felt =P