I am trying to make a SSS Material, but i have a little problem.
I have set the Light and Mesh to Stationary, but everytime when i build the light, the SSS effect turns off.
Some Pics:
may some has an idea 
Thx
Can you post a screenshot of your Material setup? Also what kind of SSS are you using, the SSS profile?
Unfortunately, only dynamic lights work properly with SSS. That is because it needs to use the depth stored in the shadow map to determine the opacity, but stationary light do not store depths, they store the shadow outline as a distance field.
The only method I am aware of to get the effect using stationary is using manual methods. If its just a sphere you could just use fresnel or something and a dot product to the light vector. For more accurate custom masking effects you could do something like this:
http://shaderbits.com/blog/custom-per-object-shadowmaps-using-blueprints