When I pass that page with music and stuff, instead of getting the login page, I get this one:
http://img404.imageshack.us/img404/3144/imagem2tp4.jpg
PS: I do have Shockwave instaled.

I right clicked the non-loading window to see if it even recognized it as shockwave content, but, as you can see in the screenshot, it doesn't.

Hi Legna. I used to get this problem when I didn't update my shockwave and I was advised to do so. Try downloading the most current form of shockwave here and see if it helps:
http://sdc.shockwave.com/shockwave/download/download.cgi?

Thanks for the answer, but it didn't help, since my Shockwave version was already the latest one. Do you think it can be an IE problem?

Any other guess of what might help me?

Try a different browser, eg Firefox (http://www.getfirefox.com)

Try finishing off updating your PC with patches, unless the update icon on your screenshot has now gone?