I have a lady in russia I would like to tie the not with how do I go about it legal means?

I would certainly meet with this lady in Russia prior to getting married. Spend some time together, to make sure you really are in love and compatible. Marriage is not something to take lightly. Make sure that you are BOTH both wanting to be together for right reasons, and not just because your lonely or wanting to become citizen or that one is impoverished. If after you meet and find out this is a true love match, find a minister get married. Good luck

What country do you reside in?

It depends upon your nationality. By the way its not too hard to marry a Russian Girl. The matter is, whether you want to live with her in Russia or you would prefer to bring her to your own country.