Finally I manage to set an account to the aplication pool. I had to include this account on IIS_WPG group. And it starts ok.
I don't understand why it didn't worked with Predefined identity (Network Service). It was in AFServers group and also in IIS_WPG group.
Glad you solved the problem! Note, this is the web services forum, not web parts. And since this is not a programming or integration question (which is what vCampus is geared aounrd), you best bet is to contact our regular Technical Support team - they are the ones answering PI System administration and end-user questions.
If you ever develop web parts yourself, note that the appropriate forum is SharePoint Development and Integration; this forum here is normally used for questions around development and integration with PI Web Services.