BINGO!!! Finally got it !
I used Alternative Solution with dvipng http://meta.wikimedia.org/wiki/Running_Mediawiki_on_Windows#Alternative_Solu...
But moreover, in the includes/math.php for this solution http://meta.wikimedia.org/wiki/Help:Running_MediaWiki_on_Windows/math-dvipng...
I changed var $_dvips_path = 'dvips.exe';
to var $_dvips_path = 'dvipng.exe';
Beforehands the fatal problem was, that my dvipng.exe was not working well - no error written, but it did simply nothing. I changed from TeXlive to MiKTeX and it's ok...