I can`t do anything in PHP, this a bug of PHP (php doesn't ignore the utf-8 BOM) and last answer to this question: "This will come with Unicode support in PHP 6.0". P.S. I use PHP 5.2.6, OS Windows 2008 server. If somebody knows how to solve this problem, please, let to me know how.
I have is empty web stats. I know what is mean BOM, I thought that you can change export method to... without "Byte Order Mark"(Lapper`s method). Anyway, thanks for answer.