No your are right. The western countries use QNH which is the corrected pressure value for your altimeter to indicate the elevation above MSL(Mean Sea Level) at the corresponding airport.
QFE is just the value for what you get the indication of height above the reference point(airport).
Dont know if russians use QFE all the time, but normally QFE is only used if flying in the vicinity of your airport(for example glider Pilots that dont intent go fly cross-country).
For QNE its the definition of pressure at sea-level in the ISA (International Standard Atmosphere(29.92inch/hg or 1013.25hPa, and 15°C).
This value is ONLY used in cruise flight, above the transition altitude!(USA generally 18.000ft, in europe this value differs, since Im from germany I can give u examples: standard value 5.000ft but may be defined higher due to mountainous regions in the CHARTS. When flying above the transition altitude you call your heights in flight level( 10.000ft is FL100). When descending back below the transition level your turn your altimeter back to the QNH(You get this from either ATC or the ATIS(Automatic Terminal Information Service), the transition level is although stated in the ATIS for given by ATC/Charts, in germany its for standardvalues either FL60(QNH > 1013) or FL70 (QNH < 1013)
I hope I didnt just tell you what you allready know or jsut didnt want to know :)
Greetz