Problem switching relays (wrong activations..). EMI problem?

The problem comes when I want to activate any charge between output pins of a relay shield (COM and the NO of 2 relays) :

Can you rephrase this ? I don't follow what you are saying.
Second, as by now you must be aware, posting on the forum involves more that just describing the problem. What you have done in your post thus far qualifies as nothing more than an introduction. The standard protocol here on the forum is as follows.
1 Introduction (describe the problem) [CHECK] you did this already
2 Post a schematic in one of the following formats:
A. JPEG image file
B PDF file
C Photo of hand drawn schematic taken with a cell phone
3 List Equipment /Parts used (only things that would require research, like arduino shields ,lcds, breakout boards ,sensors,motors
motor drivers, RELAYS, POWER TRANSISTORS or MOSFETS
4 Post datasheets or manuals for items that might require research , like power transistors, mosfets, motors , motor drivers, sensors , breakout boards, etc...
5. Post the code you are using with the "#" (CODE TAGS) button (above, just to the left of QUOTE button)
6. Last but not least, if a special circumstance applies, it may become necessary to post a photo of your equipment. A special circumstance is something like a one of a kind piece of custom equipment that cannot be researched on the net.

I want to tell you that I've been working in a domotic proyect to automate my home, but I'm having some problems with the power section.. I have been studing electronics for almost 10 years, but this kind of issues puzzled me smiley-sweat

Please confirm that this

domotic proyect

is a TYPOGRAPHICAL ERROR and actually should be this: DOMESTIC PROJECT. (I believe this is a language translation error) If you have 10 years experience with electronics then you realize that telling us you are automating your home doesn't tell us anything useful. There are many ways this could be done and you haven't described any of them. You have not posted a schematic. You have not posted any code. You have not given us a single part number to research. Basically, we know nothing about your circuit. You describe something you suspect is EMI. (I seriously doubt this, because the relays are the most reliable mechanical electrical device you can find. ) You have not mentioned what method of automation you are using. So, in short, until you complete items #1 through #5, there is little we can do for you. We'll wait.