With accent marks:
В чужо́й монасты́рь со свои́м уста́вом не хо́дят.
Don't bring your set of rules in a foreign monastery
This Russian proverb condemns and makes fun of those who are trying to live and act in a foreign community according to their own rules. When we are not at home (or not in our own country), we should follow the rules, orders and customs established there.
The closest English equivalent is: when in Rome, do as the Romans do.
The orogins of the proverb:
Before the revolution, there were many monasteries in Russia, and each of them had its own set of rules which all members of the monastery followed. The same rules applied to new arrivals.
The monks only followed their own set of rules. If they were transferred to another monastery, then they had to follow their (new) rules. All attempts by an outsider to amend those rules were not welcome.
Other Russian proverbs
In a healthy body, healthy mind.
Appetite comes with eating.
The eyes are scared, but the hands are doing.
Start taking care of the dress while it's new, and of your honor while you are young.
Hurry to much and you will make people laugh.
The quieter you go, the further you'll get.
One head is good, but two ones are better.
We don't appreciate what we have but we cry when we lose it.