Orthodox Christians--along with Catholics and (perhaps??) some Protestants (fill me in if anyone knows for sure on that one)--are in a bit of a bind when it comes to Bible translations, as the texts which the Church has traditionally used for centuries are not the ones used by many, or even all, widely-spread versions of the Scriptures.
We use what's called the Majority Text for the New Testament instead of another version of the New Testament that varies in many places, called the Critical Text. The King James Version and the New King James Version of the New Testament are the only English translations of the New Testament that use the Majority Text; all the others use the Critical Text. As for why that should matter at all, I'd refer you here for an intriguing essay on why an Orthodox Christian should care--in addition to the fact that it's simply the Church's text, and always has been--about why we should go to one text and not the other.
The problem is increased even more when the Old Testament is brought into the picture. The Septuagint, or the Greek translation of the Hebrew Old Testament (aka "The Seventy," or LXX), is the official Old Testament text of the Orthodox Church, as it is clearly the version of the Old Testament that the apostles quoted from when writing the New Testament. The messianic character of Christ is enhanced in many places in the LXX over what the Hebrew Masoretic Text (MT) says, and some theological points made in the New Testament depend on the reading in the LXX, and are lost if one reads the MT. However, all Protestant Bibles, including the KJV and the NKJV, use the Masoretic Text as their text for the Old Testament, and Catholics use the Latin Vulgate. Without even mentioning the Deuterocanon (the books taken out of the canon by Protestants), Orthodox, then, are left without a complete English Translation of the texts they revere as Holy Scripture.
The folks who are compiling The Orthodox Study Bible are working to remedy this; they are using the text of Nelson's NKJV for the New Testament text, and are in the process of translating the entire LXX (which, of course, includes the Deuterocanon) into English, thus providing a complete, Orthodox study Bible containing our entire canon. The release date of this long-awaited book is slated for Pascha of 2007. For those of you, however, who would at least have something available to you now, I'd like to invite you to look at Paul W. Esposito's Complete Apostles' Bible--an adaptation of an extant translation of the Church's traditional texts--for an example of our Church's texts in our language. You can see the text from his works online; look at this site for the Old Testament, and this site for the New (the Deuterocanon is in the works and is slated to be out in a new addition in September of 2007).
For those of you acquainted with E-Sword (which I highly recommend), Esposito's CAB is available for use on that program. Look also here for a very nice breakdown of which downloads are suitable for Orthodox Christians, which are in doubt, and why.