Ok, first of all this is an informative threadh I just want to share what I have learned from my chatastropic release so far.
I was working first with the 2.56 version of blender, and I was great, way better than the 2.49b and mutch more stable than the first releases of this version, ok so a year of game creation later I just discovered that, the blenderplayer of all the 2.5x series CANT RUN YOUR GAME! Maybe some game may ran on it, but I can tell you that mine cant.
Ok so if you want to make a serious game, or allready started it, and dont want to fall on the same sittuation taht Im on right now, start to work on the 2.62 version of blender, or you may have a terrible time with BGE.
Ok if you want to test if your game work on your version of blenderplayer you simple can drag the .blend file of the game over the blenderplayer of the blender version that you are using, then you ll be abble if your game ll work.
I hope that this thread help some guys.
c-106 Delta helped me to understand the problem and showed me the way to see it, so Thank you man, now things are more clear.