1. A pharmaceutical composition comprising 3-beta-hydroxy-5-alpha-pregnan-20-one, at least one sterol or its ester, and a mixture of acylglycerols with a solid fat content of less than about 25% at 25 ° C and about 0 % at 37 ° C. 2. The pharmaceutical composition of claim 1, wherein the sterol is selected from the group consisting of cholesterol, beta-sitosterol, stigmasterol, brassicasterol and avenasterol. The pharmaceutical composition of claim 2, wherein the sterol is cholesterol. The pharmaceutical composition according to any one of claims 1 to 3, wherein the acylglycerol mixture contains vegetable oil. The pharmaceutical composition of claim 4, wherein the vegetable oil is selected from the group consisting of sesame oil, peanut oil, olive oil, and castor oil. The pharmaceutical composition according to any one of claims 1 to 3, wherein the acylglycerol mixture is a medium chain acylglycerol. A pharmaceutical composition according to any one of claims 1 to 3, wherein 3-beta-hydroxy-5-alpha-pregnan-20-one is substantially dissolved. A pharmaceutical composition according to any one of claims 1 to 3, containing a suspension of 3-beta-hydroxy-5-alpha-pregnan-20-one. The pharmaceutical composition according to any one of claims 1 to 3 for parenteral administration. The pharmaceutical composition according to any one of claims 1 to 3 for oral administration. The pharmaceutical composition according to any one of claims 1 to 3 for vaginal administration. The pharmaceutical composition according to any one of claims 1 to 3 for nasal administration. The method for preparing the pharmaceutical composition according to claim 7, comprising the following steps: a) dissolving 3-beta-hydroxy-5-alpha-pregnan-20-one in ethanol, b) adding a mixture of acylglycerols with a solid fat content of less than about 25% �1. Фармацевтическая композиция, содержащая 3-бета-гидрокси-5-альфа-прегнан-20-он, по меньшей мере, один стерин или его эфир и смесь ацилглицеролов с содержанием твер