I got it
Mini tuto:
1- Make your custom MXM in Studio with textures and all you want (coating, weight map, etc)

2- Go to Cinema (at least work on Win XP I don't know if work on MacOSX) put your Custom MXM tag to a object and load the texture that you previously make.
3- Make New Material and load the texture map in Color tab (obviusly the same texture that you used to make the material in M~R Studio)
4- Assign this Material to the object that have the Custom MXM tag
5- Change the projection eg. Cubic

6- Hit render.
Hope that help you all
Juan Carlos