Did work. It was my fault. I forget to read the manual and connect to 5v the Shutdown pin. Works like a charm. Now, I will write a library to control the volume. Keep you posted guys.
are you sure that the Shut Down pin has to be connected to the arduino 5volts?
this is what datasheet says:
In order to reduce power consumption while not in use, the PAM8803 contains shutdown circuitry that is used to turn off the amplifier's bias
circuitry. This shutdown feature turns the amplifier off when logic low is placed on the SHDN pin. By switching the SHDN pin connected to GND,
the PAM8803 supply current draw will be minimized in idle mode. The SHDN pin cannot be left floating due to the pull-down internal.
it means, if i am not wrong, that we can shut down the ampli when not in use simply connecting the shutdown pin to a digital pin of Arduino and then set the signal to LOW.