I found another thing which may be useful for somebody who will try to help me:
In the system events list (Administration tools) I found the message about the event when I tried to connect my Windows Mobile device:
Event identitfication: 6
General description: Windows Mobile-based USB device is plugged in but is unable to make a network connection to the desktop.
The version of Windows Mobile Device Center is: 6.1.6965.0
On my laptop I have Vista Home Premium 64bit.
After SP1 installation the system stopped to synchronize with my Windows Mobile (v6) devices (HTC mobile phone and HP palmtop).
Before installing the SP1 everything was OK.
On Microsoft website I found the information that it is known problem and the solution is to uninstall the Windows Mobile Device Center and than install it again (http://support.microsoft.com/kb/950506).
Unfortunately it does not work in my computer.
I have checked all possible scenarios with turning off firewalls, antiviruses etc. - without success.
Both Mobile devices works OK - they synchronize perfectly with computers with XP on board.
Any help will be appreciated.