I found there are some files on my disk, which
1) the real size is not zero, but it is small, around 500 bytes
2) the \"size on disk\" shows zero when you check its
This is not specific to Windows 8 (so I modified your question). It is true of all NTFS managed by Microsoft's filesystem driver.
I can't imagine why you would want to disable this type of efficiency: it is a particularly excellent feature since many computer files tend to be small.
I have confirmed that NT versions up to XP NT do not move the data to the MFT record (and release the cluster(s)) if the file shrinks. So you could append some data to such files to make them at least 1024 bytes, and then truncate them back to the original size.