LittleStain: Ok, but this solved not my problem. I edit my first post.
I have several rooms. For example in the third room (right on top) you have a "daylight" and a lamp. In the first room (where start the player) you have another lamp. The green line are ShadowCasters.
jojoe: Thanks for your edit. Before I trying the ShadowCaster and ShadowLights, I used "Parallax Lightmaps". Its only a Sprite (created in GIMP), but this was not good for me. I want more Dynamic.