Only in IE and only in pop-up downloading window, name of the file remained in the wrong encoding.
Corrected this file modification \core\components\filedownload\models\filedownload\filedownload.class.php
Line 669:
header ('Content-Disposition: attachment; filename = "'. basename ($ filePath). '"');
replaced by
header ('Content-Disposition: attachment; filename = "'. basename (iconv ('utf-8', 'windows-1251', $ filePath)). '"');
http://forums.modx.com/thread/75457/filedownload-r-filedownload?page=2#dis-post-433472