But it is unsafe to use Electrum on pc that is connected to internet because Electrum stores wallet data here: X:\Users\username\AppData\Roaming\Electrum

You should either encrypt the wallet with strong password or use offline pc.

If you need help with setting up Electrum on offline pc then here is guide:
http://www.btcguys.us/blog/how-to-create-offline-wallet-with-electrum-bitcoin-client-and-broadcast-transactions

as a rule of thumb you should encrypt your offline wallet too.