as you suggest the problem was in USB power! Using external power supply it works fine. Probably the consumption of LED was enough to change the reference voltage!
My problem is fixed. Just for future information I report here some info:
- Board: Arduino Ethernet Rev3
- Gyro Tinker Kit (http://store.arduino.cc/it/index.php?main_page=product_info&cPath=16_19&products_id=180
- powered by USB (problem fixed using an external power supply)
- I didn't use Tinker Shield: I connect the Gyro directly to Arduino using a bread board. GND and 5V to respective port on on the board. The X and Y signal to A0 and A1
- a led is connected to digital pin 2 and GND using 200 ohm resistor
Thanks a lot