I will reply myself:
As you may guess, it only happens in modules auto-generated with "propel-init-admin" task. I just want to find a way that after filtering some field and listing the results, the next time I visit the module the filters are cleared.
I fixed it adding these two lines at the end of the function addFiltersCrtiera in the action.class of my generated module.
But I dont like this solution! I'm almost sure I could do it adding some parameters on generator.yml.
In symfony 1.4 it would work this way, but It does not work for 1.0, is there any way to make the same thing in 1.0?
display: [fieldname1, fieldname2, ...]