Q: It's weird but I've done all the steps and I can't enter to the hardware test.

Got an Internet connection? If so, reboot while holding down Option + D...what happens?

What version of OS X did your computer originally ship with?

The Apple Hardware Test is located on the Applications Install Disc 2 that shipped with your computer. Get that disk & run the test.

Look here at Additional Information: http://support.apple.com/kb/HT1509 I'm guessing you need to insert the application install disk that came with your computer (not the Mac OS X install disk). Then start the computer and hold D this will boot the hardware test from the disk.