Hi Rui,
Well, I probably can not test this as I don't have Portugese installed on my computer and no files with Portugese names... I could give you some Icelandic ones, but that's another story :-)
So, what I have is Guy's closing comment on the issue, where he states that you should fix by "by changing the web.config globalization definitions for the response".
Currently in my web.config I have: "<globalization requestEncoding="utf-8" responseEncoding="utf-8" />"
This article here for instance, shows you what you can change in there. Don't know if you have utf-8 in there in your environment, but if you don't I suggest you try changing "responseEncoding", first to utf-8 and then to Portugese if that fails.
Please let us know how things go.
Palli