Hey vic7767, thank you for the answer, but I found out what I was doing wrong.
I put docking station of my Roomba under the bed and it is hard to reach it. The only way to bring the Roomba in another room was to push the button Clean and than it comes 15 centimeters away from docking station towards me. Than I press clean button again to stop with the cleaning and bring it in the other room and that was the problem. Roomba doesn't forget that it started from docking station and wants to dock again when it finishes with cleaning. Now I found out that I have to switch it off for few seconds and than I can transfer it to another room and start with a cleaning and it stops after approximately 35 minutes, so everything works great