Hi again,
I must announce that I solved the problem. I tried uninstalling version of Phoca gallery and installing it again, but I had no luck with this one. Real problem layed in JoomFish (translation component of Joomla).
How I found it?? On english version of site (frontend) I logged in as user -> choose Photo Album Admin, and on first page I saw that categories max is set to 255 (which means that phoca recognized our efforts in backend, where we changed property of phoca gallery in Components-> Control Panel -> Parameters), then it all came to me down and realized there could be only Joomfish again as in some many times before.
Joomfish has properties for all joomla objects in the backend (components, modules and etc.) for second, third and any other language (as if it is by default in english).
Solving the issue regarding Joomfish (check also pictures at the end of the post):
I went to joomla backend, login -> Menus -> Main Menu -> Photo Album (choose translate to -> second language in the top right corner of screen)-> found property PHOCAGALLERY_MAX_SUBCAT_COUNT and change it to from 5 to 255, and oleee, that is it. I post also images so you can see it:
http://www.deviantpics.com/images/SpTyF.jpg
http://www.deviantpics.com/images/7fEPu.jpg
http://www.deviantpics.com/images/MHiaK.jpg