How to stick a stud to concrete floor with radiant heat. I want to build a little wall and I need to stick the wal to the floor, which is a concrete with radiant heating system in there. So, nails are not on option I think. Any other possibilities. It does not have to be very strong.

Assuming that you have a 2x4 (or whatever size) base plate-how about adhesives, if code allows?
Here is one discussion and procedure for use of adhesive for wood to concrete:
How to Glue Wood to Concrete | eHow.com (http://www.ehow.com/how_6186329_glue-wood-concrete.html)

If not feasible or not permitted, there may be instruments available to locate the radiant heat conductors so anchors can be installed.

Thanks for the respond. The other qustion is: which adhesive should I use? Any recommendations?

Use a heavy duty polyurethane adhesive, similar to that used for sealing sill plates. About $6 a tube

Thanks for advices. I will test it soon