Do you have any idea whats the problem with this?
http://dl.dropbox.com/u/5904620/problem.jpg
http://dl.dropbox.com/u/5904620/problem1.jpg
It is rendered with blender internal.
I did fixed it. It was because i had not raytracking on at the textures. Thanks! 
Ahh, now when i did add a skybox to background i did get an another problem:
http://dl.dropbox.com/u/5904620/skyboxprob.jpg
Do anyone have an idea how to fix this then?
That looks like your camera is clipping. Set the clip distance on your camera higher.
edit: also i did thought that it was camera clipping, but it was not that. I tried to fix that imaginated clipping problem by scaling everything little bit smaller. Then i realized that it is actually in the forest textures that problem.
Because of this new problem i started using the method nro 1 and trying to solve it. But this is more weird, because it makes those transperent edges on the objets that does not even have an alpha channel in it. Like this crass and the tree, the tree is 3d object, but the branches are 2d alpha textures.
First it renders it perfectly in the way i want to, but then it updates it with those transparent edges around the objects:
http://dl.dropbox.com/u/5904620/weird%20prob.jpg
http://dl.dropbox.com/u/5904620/weird_prob3.jpg
It’s got something to do with pre-multiply. Try checking that box. Can’t say where it is exactly. Alpha is tricky…
No, its not even premultiply. I have tried to check it or unchec in every materials, but it does not make effect to this. Maybe i need to forget that skybox thing, because i dont have any idea how to make it work in this kind of scene… 
You don’t need a sky box for a flat rendered scene - they are for games. Just use a background sky image - don’t map it to a plane. Just set it up as the background image. Or composite a bg image in later. Never tried that.
I started for trying this, because i found good box sky textures from here: http://cgtextures.com/
But if i used the panoramic versions of the sky’s i did get weird distortions and i did not wanted to get that kind of stuff.
Like this texture: http://cgtextures.com/texview.php?id=23737&PHPSESSID=og5rii9hglqjq77pj11r7s9nt1
So i downloaded box textures and uv-mapped it to the box. But now it seems that blender can’t handle that kind of texture and I dont know how to fix this texture to the sky without distortion…