well, the obvious fix is to use an Inline Table Valued function instead of a scalar function;

i was able to convert it easily, but the example usage you pasted is a subset of the code...i have no idea where the @st value came from, but we'd want to use a column name instead of that variable to speed things up.

CREATE FUNCTION [dbo].[CheckDayType_ITVF]

(@Data SMALLDATETIME)

RETURNS TABLE

AS

RETURN

SELECT

CASE

WHEN Feriado = 0 AND DiaSemana = 1

THEN 0

WHEN Feriado = 0 AND DiaSemana = 0

THEN 1

WHEN Feriado = 1 AND DiaSemana = 1

THEN 2

WHEN Feriado = 1 AND DiaSemana = 0

THEN 3

END AS DayType

FROM dbo.Calendar

WHERE Data = @data

GO

if you can show the fuller code that defines the @st variable, we could help change the code to do a single set based fix