Got it!
The problem is that the RSS has a problem!
Not every browser shows it (when they format it with colors they erase the problem), but the source code begins like:
<?xml version=\"1.0\" encoding=\"UTF-8\"?>
<rss version=\"2.0\">
<channel>
<title>Top Canciones</title>
<link>m.ideasmusik.com/rss/?ct=mx&</link> ...
The problem is that XML can't have & symbols without being escaped.
All the other symbols were escaped in the document but I think they miss that one because it is in the link tag and not as main content.
Somehow on the first run the SAX parser ignores that..
What I did (while the RSS is fixed) was to get the string response and remove that & manually before parsing the XML. I know that is a horrible solution but it's the quickest and easiest solution for the moment.