Actually dont want people to decompress my Win32/PE executables. I found a solution from one russian guy. His tool is named "UPX shell" and was at http://bash.x2i.net/, but website is down for now(it is not the same as upxshell.sourceforge.net) His tool has option "Protect file from decompression" and it works just great(even with latest UPX)!
upx shell from russian guy doesn't have command line interface at all, which is needed for automatically compressing files with Visual Studio Post-Build.
Okay, it is not really cool for me, and I want to know how it works to write own command line solution, and is there any modern solutions for protecting .exe files from decompressing?