I didn't choose but it shows module in VM pages :(

Hello, from what you say it sounds as if you need to set the 'VM Page' parameter as well, this needs to be set to 'shop.browse', which is the Virtuemart category browse page.

If you just set the categories, Virtuemart remembers the current category in a session variable even when you are looking at other pages, so the module still gets shown.

I hope this solves your problem.

Unfortunately I can't make out the list of flypages on your screenshot, the detail is not clear. I would be surprised if it is not included in the list though.

However to show the module on the product flypage you include the page 'shop.product_details' on the setting for the VM Page parameter. That is the product flypage. Use control-click to add this as well as 'shop.browse'

You only need to select a flypage if you only want to show the module for one specific type of flypage, normally you do not need this.

This is explained in the documentation: http://www.spiralscripts.co.uk/Documentation/mod-vm-modcontroller-documentation.html