Volumetric lights through broken roof !
 

I trying to make an abandoned workshop (For my Robot Arm :) ) Now I want to make bluish rays of lights come through the broken roof, now as you can see on the pic. the volumetric light only goes partly through the holes... So when I try to alter "Shodow map size" it either goes completly through the testobject, or dosent go through at all... or stops in mid air in a circular thing.... ??

You mean something like this?

Use a spotlight with shadows set to raytraced. Make sure you have Raytrace Shadows turned on for rendering.