I have solved the problem succesfully so I'm now going to share the experience.
The problem was with the WINDU, the program that Xilinx uses to port code betwen win32, *nix.
After copying all the CD contents to a proper place for installation and settings the right permissions on those files, I run setup, but after loading the WINDU, he sayd, NO Screens found.
After posting the message and trying to install on another box, the same steps conducted to a succesfull installation and behaviour.
Then , the problem was that on the first machine were GDM running and the second not(nor any other), after trying that on 3 boxes more, the results are possitive with that assumption.
Otherwise all the software work very nice.
I'm using FULL unmodfied Slack 9.1 insallation.
The Software has been proven on 8Boxes so far, so I think
there's no problems on running those tools on Slack.
I don't know why exactly is that, but GDM has also gave me some problems with some other soft.
ThX to all, I hope this can be helpfull to anyone.