I successfully select group of edges use Alt+RightMouseButton, but when I need highlight one more group of edges and use Shift+Alt+RightMouseButton, the old selection is deleted and the new selection is not highlighted (In theory, it action should save old selection and add new). How i can fix that?
Assuming it is not an issue with your keyboards shift key or an external program interfering with its function. (Network Mouse Applications usually interfere)
Goto User Preferences -> Input -> 3D View -> 3D View (Global) -> Activate Select Look for the Shift+Alt+Select Mouse Entry. It should have Toggle Selection and Enumerate checked. If it does not exist you have to create it or reset your whole keybindings.