Solved! Somebody helped me to solve it here : https://groups.google.com/forum/#!topic/jenkinsci-users/o_Dr7Tn0i3U
It's not a bug in Jenkins but a miss-configuration. The solution is just adding
-Djava.awt.headless=true
to Jenkin's runtime.
I'm running Jenkins as a webapp on my Tomcat, then I just added this line to my /opt/tomcat/bin/catalina.sh :
CATALINA_OPTS=-Djava.awt.headless=true
I wanted you to share this solution. Cheers from Barcelona.
/ Angel