it have to go without shader....i think I do something wrong.
manual about sublevels/mapentities
A map entity is simply a small compiled level, stored in an external WMB file. Map entities can be used for level parts which move as a whole, like doors, platforms, or vehicles. Because they are nothing else than compiled maps, you can create them with WED. You can for example convert each prefab into a map entity by opening it in WED, performing a BUILD, and copying the resulting WMB file into the current level directory. You'll find many predefined doors, furniture, vehicles and the like in the prefabs subdirectories.
Textures and shadow maps of the level and of map entities are preallocated in video memory at loading time, in order to maintain smooth gameplay. Textures of all other entity types are normally only allocated when the entity becomes visible....