DepthPencilState Not working?

Seems like i dont really know what im doing wrong and where to really set the DepthPencilState.
I already tried some other theards but it didnt work

The Base of the Scene Class Calls all the registered Entitys, whose again then call

 effect.VertexColorEnabled = true;
 spb.GraphicsDevice.DrawUserPrimitives(PrimitiveType.***, prims, 0, ***prims.Length/***TypeLength);

Where as *** is variable

So… anybody can help me ? :'D