Well, I've solved, but I forgot to post here
About the process I've uninstalled ALL from my Fuze+, and reinstalled the lastest version available that date. I have installed the Grayfog and Google skins. (I have them on the buggy rockbox installation too.) An now it works!. I think it would be a bug from the old system (Sansa Fuze+ is unstable). But now it works!. Thanks to all for your support.
As a bonus, some answered questions through the progress and bonus tips
:
Q: What is the name of the cover art file?
A: The same name of the station. Example:
(Your preset file)
94900000:A station
95900000:B station
95600000:XHGC
In the
/.rockbox/fmpresets/ folder you should place the files: (Without quotes)
"A station.jpg"
"B station.jpg"
"XHGC.jpg"
//-----------------------------------------------------//
Q: What would be the size of the cover art?
A: The ideal maximum size would be the width of the screen of your device (250px in my case). But it doesn't matter it could be any size.
//-----------------------------------------------------//
Q: It works with any skin?
A: No, on the skin download page you could check if the skin supports radio cover. I've tested Grayfog and Googley skins. They work well.