I have solved the problem and decided to share, cause I didn't find the answer on the forum. For future generation, as they say -)

Here is the problem:
I had drupal installed on the address: www.mysite.com/drupal
then for the needs of company I have moved drupal to www.mysite.com:81
After that I could not login. Started to get "Access denied - You are not authorized to access this page".
Spend about 2 hours in google or drupal/search, but didn't get any solution.

Solution
Finaly looked through settings.php file ([drupal_installation_folder]/sited/default/settings.php) and found section about cookies that look like this: "if (isset($_SERVER['HTTP_HOST'])) { ....."
Comment out this section and you will have happiness -)
should be working now.

Hope this will help.