I think I've found the reason.
I start to chaotically add new diveces on the "PPjoy Joystic and Gamepad configuration utiluty".
Then, suddenly, in the left bottom corner, transperent widow appears. It says there, that new device is found, and drivers are installing at the moment. So I clicked to that window, to see the details.
I was watching how the Windows is trying to install the drivers, but then it was rejected. Something is DEFENITELY wrong.