Finally I got it. I have realtime shadow volumes using the stencil buffer.
It's not finished yet. But it works. I saw, that chp added the missing / corrected constants, i have figured out. So everybody could use this effect now.
I will release the source code if it works correct.
Here is a zip file to a small demo. I linked a video for all people with greater than 1.50.
http://www.psp-arena.de/mczonk/shadowvolumes.zip
http://www.psp-arena.de/mczonk/shadowvolumes.mov