Finally done with the setup of this wordpress blog!
The problem I found previous was about the ajax. The solution was simple:
define( 'CONCATENATE_SCRIPTS', false );
to the wp-config.php.
It is said that this command disables the compression of scripts and may reduce the speed of using the administrative panel. However, since I have just applied this fix, time is needed to see what will happen.
Dispite this small issue, it is also a problem that the admin panel can not be seen in Google Chrome.
Whatever, the whole thing worked like a charm with IE and that's enough.