Hi, did two simple things:
1- in Network location, I changed from Automatic to a specific Network Location (I called it Home but it works with all DHCP networks.) To do that, if someone is new, you go to: System Preferences>Network>Assist Me>Assistant and the rest is easy
Doing that just worked fine, but to garantee it I used another Apple Tip
2- Open iTunes, go to Preferences and than to Parental Control. There, if it's not, you check iTunes Store and Allow Access to iTunes U
Close preferences, quit iTunes, Open iTunes again, do the same as above, uncheck both, and close Preferences.
If it worked with the first the second garantees it all.
It works only in iTunes in MacBooks, desktops and Windows, and if all other Apple accecess are working.
Good luck!