Ok, let me explain
My intention is to use a 3th party program to navigate in the folders, copy and move files, etc.. So, in File Types, I defined a new option "Open with Explorer2" with the path of the new program and I established it as default. I do this both in "Folder" and in "Folder of files" (my Win is in spanish, "Carpeta" and "Carpeta de archivos"). Also I created HKEY_CLASSES_ROOT\Directory\shell\open\command with c:\Explorer2\Explorer2 "%1" as default value.
This way, when I opened a folder, a window of Explorer2 was showed instead of normal explorer of Windows.
When I discovered the trouble I erased that new options and I reestablished their exactly original values. But something was bad.
Now my windows is "Almost" fine, if I click in a folder then a explorer's window is opened, also if I use "right-click -> Open" all works well... EXCEPT if I try it in a menu folder. In a menu folder nothing happens, simply ignore Open, Open all users, Explore and Explore all users.
The only way is using Right-click -> Open in the Start button and then navigate starting from there... but I have many menus and sub-menus so this is not the best option to work.
The other machine that I mention is just another computer with WinXP in which I never tried to install Explorer2, and his menus works fine, then I am using it to compare registry values and to try to find the problem.