I remember this game have veteran and elite mode when you play in mutiplayer, only appears the standard mode i can chose the game difficulty but i can not chose the map difficulty, is thera a way for activate this?

Which game are you talking about? If you are talking about Dungeon Siege 2 you have to beat the game first, each time you beat it the next difficulty level is released.

Assuming that you are talking about DS I, your character needs to be of certain level to get access to them (I think it was 39 for Veteran, but I might be wrong).

Also only default campaign had difficulty modes, if I remember it right.

I didn't seeing any difficulty settings in DS1, maybe I just forgot. I think someone mentioned recently in one of the threads that you could start a multiplayer game and play it as a single player game. Never tried this myself though. I just use DS1 mods.
. But abbayarra is right about DS2. Each difficulty you beat will unlock the next one. I'm currently in the 2nd difficulty, though I haven't loaded my save in almost a year lol.
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