After I profiled my engine(using AMDCodeAnylyst) I found out that only 15% of time is used in .exe and all else in some dll-s. I want to know is this is normal?

and another thing… I know TNT2 is history but how fast is it ( fillrate or tris per second )

Yes, I think 15% could be normal but that number really does not say so much. It can be good or bad. You should try to find the bottlenecks. TNT2 does not have T&L so the performance is very depending on the CPU. I read somewhere that UT2 is going to have 6 times more polygons than UT and perhaps can that be a good estimation. Or perhaps one can say that it is just too slow compared with the new monster cards.

Some links with information:
and if that is not enough