[pachesantiago]

I first have to say that I'm making a game engine from the scratch, so just to start it's difficult.
I also have to say that I already fixed it, so I'll post this to help anyone that's getting that error.

The symptom: Complied a test app perfectly, run it outside the debugger and, guess what, everything was over painted with a color!. It was supposed to be shaded grey, with the build-in lights of DirectX 9, but it was shaded, but in red, blue, green, what the computer wanted.
In the debugger, everything ok.

The solution: Afther months of tests and failures, I end up locating the error in the materials. When i loaded a model from a .x and used the materials it worked fine, when I used a shader it worked fine, so it has to be a problem in the materials.
Checked the code, and it was ok.
Afther a while, I check the Start function, and I found out the error

status Start(const Device *dispositivo,DeviceParams Parameters)
{
	if(FAILED(DXUTInit( true, true )))
	{
		::MessageBox(nullptr,L"Error iniciando la aplicación/Error starting the app",L"Error Critico/Critical Error",MB_OK | MB_IConerror);
		return Failed;
	}
	if(FAILED(DXUTCreateWindow(Parameters.WindowName,Parameters.Instance,Parameters.Icon,Parameters.Menu,Parameters.x,Parameters.y)))
	{
		::MessageBox(nullptr,L"Error iniciando la aplicación/Error starting the app",L"Error Critico/Critical Error",MB_OK | MB_IConerror);
		return Failed;
	}
	if(FAILED(DXUTCreateDevice(Parameters.Windowed,Parameters.Width,Parameters.Heigt)))
	{
		::MessageBox(nullptr,L"Error iniciando la aplicación/Error starting the app",L"Error Critico/Critical Error",MB_OK | MB_IConerror);
		return Failed;
	}
	dispositivo->InitFlash();
	dispositivo->HUD.Init(&dispositivo->g_DialogResourceManager);
	dispositivo->HUD.SetCallback(OnGUIEvent);
	dispositivo->g_DialogResourceManager.AddFont(Parameters.Font,Parameters.FontHeight,Parameters.FontWeight);
	dispositivo->HUD.SetFont( 1,Parameters.Font,Parameters.FontHeight,Parameters.FontWeight);

	D3DXVECTOR3 vEyePt( 0.0f, 0.0f,0.0f );

	WPARAM keys[8];
	keys[0] = Parameters.Camerakeys[0];
	keys[1] = Parameters.Camerakeys[0];
	keys[2] = Parameters.Camerakeys[0];
	keys[3] = Parameters.Camerakeys[0];
	keys[4] = Parameters.Camerakeys[0];
	keys[5] = Parameters.Camerakeys[0];
	keys[6] = Parameters.Camerakeys[0];
	keys[7] = Parameters.Camerakeys[0];

	float speed,MaxJump,MaxCrouch,NormalHeight;
	speed = 0.5;
	MaxJump = 0;
	MaxCrouch = -1;
	NormalHeight = 2;

	dispositivo->makeFreeCamera(0,speed,Parameters.InvertY);
	dispositivo->SetCurrentCamera(0);
	dispositivo->initXACT();

	D3DMATERIAL9 temp;
	temp.Diffuse = D3DXCOLOR(0.5f,0.5f,0.5f,0.0f);
	temp.Ambient = D3DXCOLOR(0.15f,0.15f,0.15f,0.0f);

	dispositivo->MakeMaterial(0,temp);

	dispositivo->SetResX(Parameters.Width);
	dispositivo->SetResY(Parameters.Heigt);
	

	return Completed;
}

Anyone can see something wrong?
I didnt see it at the start.
Then I checked my DirectX reference book.
I looked at the par of materials, and when I saw a picture of the emissive component, I had a revelation.
It looked the same, I wasn't defining the emissive component!
So, I added the emisive, like this:

        D3DMATERIAL9 temp;
	temp.Diffuse = D3DXCOLOR(0.5f,0.5f,0.5f,0.0f);
	temp.Ambient = D3DXCOLOR(0.15f,0.15f,0.15f,0.0f);
	temp.Emissive = D3DXCOLOR(0,0,0,0);

and it worked!!
So I learned that DirectX is really a bi**h whit the uninitialized values.
So the moral is, initialize everything, because DirectX will not initialize anything for you!

By guys, till next time.

PS: BTW, as you guys can see I'm working in C++ and DXUT