Hi, despite of the bulbs already work fine, I wanted to know what was the real problem with the connectivity. So, after investigated a bit more I found the problem, and the winner is: the default DNS server.
SOLUTION: really easy, just change the default DNS server in the router to the google server (220.127.116.11). Once bulb configuration is completed you can restore the original DNS server.
Maybe this is helpfully for more people with similar problems.