I found 2 Solutions for that Problem:
First one is described by RIM in this document: BlackBerry Search Results
But that wasn´t my mistake so i searched and tried on and on.
Now i know where my problem was. I had an "_" in my Server name. I deleted it and installed BES again.
Now the MDS aktivation worked on both devices for my test Environment
Hope so i can help someone else where first soulion doesn´t works
Best Regards from Germany