As Ukraine looks west to Europe, Russia's shadow looms

* Ukraine hopes for association with EU at end of next month

* Russia threatens to retaliate with protectionist measures

* Former PM's imprisonment obstacle to Ukraine-EU pact

By Luke Baker and Justyna Pawlak

BRUSSELS, Oct 1 (Reuters) - When Russia wants to get its point across, it tends not to leave room for misunderstanding.

Put out by Europe's efforts to build closer relations with six countries in east Europe and the Caucasus - former Soviet republics that Russia regards as in its sphere of influence - Moscow has been steadily turning up the heat.

Armenia was the first to cave, turning its back on an "association agreement" with the European Union and agreeing instead to join Russia's customs union - a trade zone with Belarus and Kazakhstan launched in 2010.

Moscow has also homed in on defence or trade vulnerabilities in Georgia, Moldova and Azerbaijan, although the first two remain likely to move ahead with closer EU ties at a special summit in Vilnius in late November. Belarus, despite friction with Moscow, remains firmly in Russia's camp for now.

The big question is Ukraine, economically and politically the most important of the partnership countries. Despite pressure on trade, including key gas supplies from Russia, which sees Ukraine as culturally its own, Kiev is determined to look West and seal closer links to Europe next month.

That's not what Moscow wants to hear, or will accept.

"What we have seen during the past few weeks is brutal Russian pressure against the partnership countries of a sort that we haven't seen in Europe for a very long time," said Sweden's Foreign Minister Carl Bildt last month, describing Moscow's actions as "economic warfare".

Russia has said it is merely protecting its interests. "Russia is in no way trying to infringe on anyone's sovereign right to make decisions about their international activity," President Vladimir Putin said in September.

Nearly all the partnership countries do the vast majority of their trade with Russia and rely on it for gas. Moscow is concerned about a flood of European goods entering the country if Kiev signs a free trade agreement with the EU.

Trade is particularly sensitive: Russia was Ukraine's biggest trading partner but not any longer. Now it is the EU, with 27 percent of Ukraine's exports and 34 percent of its imports, and the volume growing by double digits annually.

Russia is also wary of the EU's broader agenda. Drawing in countries in the region could over time help Europe secure a degree of influence over vital gas and oil supply routes towards the West at the expense of Russia's dominance.