Hey, GOOD news!
I had the amazing idea of opening the GSM_Shield.cpp and change all the "mySerial" for "Serial1", and deleting all the #include NewSoftSerial
By doing this, I just changed the comunication to Serial1 (pins 18 and 19) of MEGA, so I jumped the RX to the TX to these pins aaaaaand... the results are the following:
system startup
no call
no call
no call
...And when I called the shield from my cellphone:
incoming voice call from xxxxxxxxx (my number)
YES, it's working!! I'm so happy!! 
That's it my friends!