When I'm trying to enter in recovery system through pressing cmd+R I'm getting OS X Internet Recovery instead of Utilites window. How to avoid it?
The machine will automatically use Internet Recovery on holding Cmd ⌘ R if it can find no suitable Recovery Partition.
Extrapolation of that is that your hard drive may have had a failure & cannot currently be read by the machine - or simply that there is a bootable drive, but no additional Recovery Partition.
Once Internet Recovery has booted, you may be able to investigate further.