RFC 3986 §2.5 recommends that non-ASCII characters first be represented in the UTF-8 character encoding, then each byte of that encoding should be percent-encoded. However, the older RFC 2396 does not recommend any particular character encoding. Therefore, the browser's behaviour when you enter an address containing non-ASCII characters into the address bar is implementation dependent, particularly if you are using an older browser. For example, Internet Explorer 7 on Windows and Safari 6 on OS X does not exhibit the problem you described.
Your website appears to be running on the LiteSpeed Web Server, a proprietary clone of Apache. When LiteSpeed generates URLs of the links in the directory index, it is not percent-encoding the non-ASCII characters in the filenames, leading to the ambiguous situation described above. In contrast, Apache 2.2.16 does percent-encode the UTF-8 representation of the filenames, so your problem would not occur on Apache. Perhaps a newer version of LiteSpeed could solve your problem. It's also possible that specifying
IndexOptions Charset=UTF-8 could help. Since LiteSpeed is proprietary, I can't really help you; you'll have to contact their technical support. Judging from the fact that your server emits
<A HREF="..." instead of
<a href="...", I would guess that LiteSpeed's directory-index-generating code is not based on any recent version of Apache.