Ok, I read about the Supernova of type Ia and I found out that there are two detonations happening. First one is in helium shell around the white dwarf and second one seems to be triggered by the first one and it is the main part of whole supernova. I did not find how this helium shell explodes at all so that`s what I am looking for. Thanks in advance!
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Nobody really knows how type Ia supernovae detonate (or deflagrate) - there are a number of possibilities. The "vanilla" possibility is not what you state in your question, it is that the white dwarf accretes sufficient mass that it approaches the Chandrasekhar limit and becomes dense enough in its core to commence carbon burning.
However, the emerging diversity that is seen among type Ia supernovae, once thought to be a single population, suggests there may be other possibilities. There is some evidence that white dwarfs may explode at masses well below the Chandrasekhar limit. If a white dwarf in a binary accretes enough He-rich matter, this can become compressed enough to ignite He burning near the surface (this happens at a lower density threshold than Carbon burning). This then drives a shock wave into the white dwarf and the compression caused by this can ignite the carbon.
Why does the He "explode"? Well, the accreted He will form an electron-degenerate layer at the surface. A fundamental property of this degenerate gas is that the pressure is independent of the temperature. Thus, if the He ignites then at least initially, the temperature goes up but the pressure does not. Since the He fusion rate depends on something like $T^{40}$ this allows a runaway reaction to develop that could be characterised as an "explosion" in the surface layers.
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1$\begingroup$ @VojtaKlimes Temperature to the power of 40. i..e if you increase the temperature by 1%, the reaction rate goes up by a factor of 45. $\endgroup$– ProfRobCommented Dec 14, 2015 at 14:33