Oki, but when I modify the condition like this:
if (SHOW_BANNERS_GROUP_SET3 != '' && $banner = zen_banner_exists('dynamic', SHOW_BANNERS_GROUP_SET3) && !$this_is_home_page) {
HTML of the page loads partly - it loads only to the place where should be the banner, but it isn't there and so the rest of the page isn't loaded (all pages except the main page, of course) - the HTML file ends there (no rest of page, no footer, no </body></html>).
But before I added '&& !$this_is_home_page' the banner displayed without problem.
And I forgot to mention I use last version of Zencart (1.3.7 I think).