Hi Fabiano,
Yes, there is. Use the IValidation.ValidateSet() method instead. It validates an entire Set object, built from an ISet interface where you can add individual objects to the set. This example shows building a set using selected features in an Edit session:
Dim pMySet As esriSystem.ISet
Set pMySet = New esriSystem.Set
Dim pEnumFeature As IEnumFeature
Set pEnumFeature = pEditor.EditSelection
pEnumFeature.Reset
For Count = 0 To pEditor.SelectionCount - 1
Set pFeature = pEnumFeature.Next
pMySet.Add pFeature
Next Count
The IValidation.ValidateSet() method returns an ISet object containing all of the invalid features that it found in that set.
Hope this helps!
Todd