I finally solve the problem by myself. But it's a bit weird and complex. I'll write it down there I hope if someone getting crazy with this read it and it will help him a lot.
EDIT: I think I had that problem because my computers Language Pack. I'm using Turkish Language Pack. And we have "ı" letter. Maybe this brought the problem.
First of all follow the insturctions of the guide that created by Janne252 up to the build section.(
there)
When you've done with your editing in attribute editor, press build. The mod will build two intermediate cache folders in your mod folder instead of one. This is the problem.
Then enter into the folder that has been written with lower case all letters. "modname ıntermediate cache" will be its name. Then copy the "attrib" folder there. And go into the "modname Intermediate Cache" folder. Be careful this folder has "(I)ntermediate (C)ache" two capital letters. Then go into "Intermediate Files" and you'll see an attrib folder here. Paste the attrib folder that you've copied to there. It'll ask you something say Paste&Change.
Then remove the lower cased folder.
Finally go into the mod builder tool. Press "Build". NOT REBUILD. This is important. Mod builder will see the files correctly and will write your .sga file proper.
If you want you can control your .sga file in mod builder. Press "Tools" on the headbar. And there is "Archive Viewer". Go into your "Documents/My Games/Company of Heroes 2/mods/tuning/" the .sga file must be here.
Thanks for trying to help guys! Topic is closed.