thnaks, it works but its only part of solution 
Now server redirect this request to index.php properly,
but Yii urlManager handle this request incorrect.
I have url rule
'/test/<var>'=>'test/index',
and in my IndexAction i have
class IndexAction extends CAction {
public function run() {
CVarDumper::dump($_GET,3,true);
}
}
First case, I try open url
http://192.168.2.37/test/beggin%2Fend
and Yii throws exception
The system is unable to find the requested action [b]"beggin"[/b].
In this case beggin%2Fend should be value of var.
Second case, I try open
http://192.168.2.37/test/index/var/beggin%2Fend
Yii properly opens test/index action, and my dump shows
array
(
[var] => 'beggin'
[end] => ''
)
This is a part of function parseUrl from class CUrlManager (Yii Framework)
public function parseUrl($request)
{
if($this->getUrlFormat()===self::PATH_FORMAT)
{
$rawPathInfo=urldecode($request->getPathInfo());
$pathInfo=$this->removeUrlSuffix($rawPathInfo,$this->urlSuffix);
foreach($this->_rules as $rule)
{
if(($r=$rule->parseUrl($this,$request,$pathInfo,$rawPathInfo))!==false)
return isset($_GET[$this->routeVar]) ? $_GET[$this->routeVar] : $r;
}
this function firstly use of urldecode function on whole path and next reads rules from path,
its a bug or it should works that???
I fix this problem, I build my url in different way.
I dont use variables keys in my url rules, but its not a solution!