First of all.... thanks for your help! I don't like to ask for assistance for this kind of trouble but... when it's needed it's needed! So, lets go in order:
@Boeven: Hey dude! So long! How are you?

Well... here are more info about my system:
SystemMicrosoft Windows XP
Home Edition
Version 2002
Service Pack 3
ProducerASUS
EeePC
Intel(R) Atom(TM)
CPU N450 @ 1.66Ghz
1.67 Ghz 0.99 GB RAM
@Jilata:Hey Jilata! Nice to see you!
Unfortunately the launcher and the client both are crashing, every time! I got a huge error from Windows.... too long to transcribe it here (yes, it's impossible to "copy" the error to the clipboard! How can't you
love Windows for this sort of things?

). The first part is:
Ecception information:
code: 0xc0000005
flags: 0x00000000
record: 0x0000000000000000
address: 0x0000000000000000
System information:
Windows NT 5.1 BUILD 2600
[etc, etc, etc....]
@LigH:Hey there! How is going the eldest journalist in Yliakum?

About %APPDATA%.... Yeah! Thanks! There it is... hidden from me! I cannot access directly to that directory from file manager...

. Anyway, at least, that is not a problem anymore.
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I'm starting to think that my PC cannot run it... anyone is using the same model of mine? Some one got it working on an EeePC?