First, Russia didn’t exist as a country during WWII. It was the Soviet Union. And two, the Soviets were not responsible for the first Allied victory of WWII. The Greeks are the Allied forces credited with the first Allied victory against the Axis powers.
http://en.wikipedia.org/wiki/Military_history_of_Greece_during_World_War_II
And three, millions of Soviets lost their lives during WWII, not mere thousands. And they lost their lives for many reasons including the fact that they were badly beaten by the surprise Nazi attacks, their military was severely weakened by Stalin’s paranoid purges, incompetent leadership, and reckless and aggressive battle tactics. Soviet military deaths during WWII were 2 to 3 times greater than those of Nazi Germany for the entire war! That is what happens when you use your troops as cannon fodder. And that is not something to take pride in.
“The object of war is not to die for your country but to make the other bastard die for his.” – George S. Patton, American WWII General
It is important to remember that the Nazi’s and Soviets were allied (Molotov–Ribbentrop Pact) until the Nazi’s terminated the alliance with an invasion of the Soviet Union in June of 1941.