Light building for a large size map

I set up a big world (63 quad * 63 quad, 2*2 section) and I only add a simple actor on it. No lightmass volume, no reflection etc. Now when I try to build the light, the progress always shows 0. Does it mean I cannot build the light for the whole map, and instead I should break up my map into several tiny maps using Composition Map tool and then build the light separately?

Thanks,

David