I have problem with loading texture when i turn around... Its about delay of 0.5 sec and its pretty annoying... If any1 can help me to solve my problem, please, leave a comment!

Tnx a lot!

Get used to it. It's by design. Rage uses a special form of texturing that can display these large open high poly areas at high framerates at the cost of (slow) texture reloading.
This will disappear with faster hardware / better drivers in the future.

Um, although it is the way the technology works, there are some possible solutions...

Xbox 360 - fully install the game. Yes, it's 20GB but it will improve pop-up.

PS3 - Upgrading your hard drive to a faster one such as a SSD will make a huge improvement (videos I have seen look to eliminate the issue altogether).
Technical Director of id Software, John Carmack, mentioned a reason it's worse on PS3. It was to do with Sony not allowing unbuffered reads on their platform which I assume are faster but error-prone / unsafe compared to buffered reads.

For the PC version, perhaps someone else could advise about this...