Luka,
I think what you want is in the documentation here: LinearModelFit
Search for "MeanPredictionConfidenceIntervalTable" in the examples and read the next few sections-- it shows how to get a table of confidence bands and even confidence functions for a given ConfidenceLevel with MeanPredictionBands.
As Daniel posted, to be of any more help, you would be best to give an actual example with some data and what specifically you are trying to do.
Regards,
Neil