Thx, Susan!
I add "Options +FollowSymlinks" string first in my .htaccess.
Well, so page is loading now, but with a lot of time lags and folowing error has been appeared in access.log:
[Sat Mar 17 12:00:04 2007] [error] [client 87.240.30.226] PHP Fatal error: Maximum execution time of 30 seconds exceeded in K:\\site\\www\\manager\\includes\\document.parser.class.inc.php on line 1296, referer: http://avel.org.ru/
The page (rather template) has no html inside as yet.
Note: before installing MODx my test site (simple and with php-scripts) worked correctly.