I have attempted to turn on SmallCaps in InDesign CS, running on WinXP. Works find with Western typefaces. For Cyrillic, (i.e. Adobe’s Open Type Warnock Pro, Palatino Linotype or Minion), it only will small cap the latin text and not the Russian. The only font that seems to work properly for both is Lucida San Unicode.
I know, I know., Russian is usually not small capped, but I need it to match the Latin heading.