So, I found what was the problem. My data was in PCS and first I had to change it to GCS. So I went to Data Frame Properties/Coordinate System and selected a GCS.
For Croatia and a big part of ex-Yu it's MGI or Bessel_1841 or Hermannskoegel. Basically it's the same thing but with different names.
So after I have my data in GCS I went to do the vector position transformation with seven parameters I found at Georepository. Worked perfectly. ThanksBut thanks for your help.