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

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