Well, now I see...
The problem is gone by itself. I wouldn't panic if the server was near when I did what I did.
I just logged in from console and have closed all Admin sessions (there was 3 open including console). Did not reboot server.
Also I have deployed Avast! with the utility in terminal server config.
Now I can connect to my server from any place and Avast! works.
Thanks all for reading this flood