Why lower() and upper() doesn't work ?

I have pgsql 6.5.2 on WinNT compiled with cygwin.
I have read README.Charsets and README.locale,
tried compile with
--enable-locale --enable-recode and with
--enable-locale --with-mb=WIN, initdb -e WIN
but in any case lower() and upper() doesn't work.
ORDER BY seems work according to win1251 or cp866 codepage
in any case (depends from what codepage i use in INSERT statements).
What should i configure for correct work with national codepages on
WinNT ?