How can I start to change the system?

Osquitar:

Let me start by saying that your written English is excellent -- better, infact, than some of the posts by our members.

There are two sets of opinions about building a system: start with the source components, or start with the speakers. If one has a fairly balanced system (all components of roughly equal quality), I'd upgrade the system in the following order:
1. the speakers;
2. the preamp;
3. the source components;
4. the interconnects and speaker cables.

Of course, if you are happy with your current speakers, then I'd think about replacing your integrated amp as the first step.

One inexpensive improvement might be to go to a purpose built digital interconnet like the Kimber illuminati which can be had used for about $100USD.

Do the room first if you haven't already. What you'd spend many thousands on in components can probably be done for hundreds if you haven't done room treatments yet.
You can mak the system anyway you want with reflective / absorbtive panels and bass traps.