I have news.... ( in case somebody still can help my );
I have discovered that this crash occours with the same conditions described before but only if I have create a instance of IDynamicLayer.
Concluding, if I have create one instance too of a IDynamicLayer, when I remove the PMF file( loaded on the map ), the application Crash. If I have not create any instance of IDynamicLayer on the map, I can remove the PMF file ( loaded on the map ) without any problems. So IDynamicLayer is the problem?!
Thanks in advance for any sugestion