Great! New thing has been faced :0(
IE opens only sites from Favourites and Windows Update. But when I try to open some from Address bar - could not be opened...
I have used Ad-Aware and SpyBot 1.3 - does't metter.
Antivirus Software KAV, NAV - says nothing bad ! ! ! :0(
Reinstalled IE 6 SP1 - the same...
May be some advice before having to reinstall Windows XP? Plz.

Try HijackThis

http://www.spychecker.com/program/hijackthis.html

That cured most of my problems

Try using Hijack This to clean things up. It's a great, but very powerful tool, so you need to be VERY careful in what you remove. Therefore if you want to post its findings, then I can help with your choices.

Thank You both!
I have heard about this program, but did not use. I will try.

That is JUST what I needed. Thanks