This movie is from the 90's or early 2000. Low budget movie. I remember that there were small children... about 10 years or so who gathered in an old hut, one of the children I think was called Dennis. His sister was from the royal family, but they didn't knew that, she was probably adopted. They were looking for some treasure that was under an old house. Also I remember that there were "bad" girls (one of them was fat blonde y brat). So they have divided their hut into two parts and one part was a shack of wood and other luxurious house.

You know, I am thinking you're looking for this - there is definitely a bratty blonde (2 of them actually, one thinner, one heavier) and a girl who is a princess, there is a character named 'Dez', and a 'hut' where they hang out. Can't find a clip with them splitting the 'hut', but I still think this is what you're looking for... there is no sound on this clip, sorry about that!
Clubhouse Detectives: Search of a Lost Princess SD trailer on Vimeo (http://vimeo.com/79807034)

Thanks aliseaodo.