Having clause question maybe I have 3 tables.

Grades
Disciplines
Students

I want to select only the disciplines that doesn't have grade 2. What am I doing wrong?
SELECT DISTINCT DISC_NAME
FROM STUDENTS, DISCIPLINES, GRADES
WHERE 
GRADES.ID= STUDENTS.ID
AND
GRADES.KOD_DISC = DISCIPLINES.DISC_ID
GROUP BY GRADE
HAVING
GRADE != 2
HAVING is for filtering on aggregated results. You could use it to solve your problem if you rewrite it slightly so it's filtering on the number of times a DISC_NAME has a result from your joins which has GRADE=1. For this aggregate, you'd be grouping by the DISC_NAME and you can count matches with a case when
select d.disc_name
from students s
    ,disciplines d
    ,grades g
where g.id= s.id
and   g.kod_disc = d.disc_id
group by d.disc_name
having sum(case when g.grade = 2 then 1 else 0 end) = 0

(assuming the grade column comes from grades and disc_name is part of disciplines)
You could also achieve the same with an anti-join query. Here I've removed the join to students because you don't seem to use it (other than making sure the grade row belongs to a student row, which I would assume isn't necessary). I've also switched to using more modern ansi join syntax - you could use either.
select d.disc_name
from disciplines d
where not exists (select null
                  from   grades g
                  where  d.disc_id = g.disc_id
                  and    g.grade = 2
                 )