  In these notes we consider integrable structure of the conformal field theory
with the algebra of symmetries $\mathcal{A}=W_{n}\otimes H$, where $W_{n}$ is
$W-$algebra and $H$ is Heisenberg algebra. We found the system of commuting
Integrals of Motion with relatively simple properties. In particular, this
system has very simple spectrum and the matrix elements of special primary
operators between its eigenstates have nice factorized form coinciding exactly
with the contribution of the bifundamental multiplet to the Nekrasov partition
function for U(n) gauge theories.
