I'm posting this solution, just in case, someone face the same issue.
Im my case, the problem takes place at an upgrade cenario (5.0 to 6.0). Talk to you BASIS team to add some authorization objects (S_BTCH_JOB e S_BTCH_ADM) at your user's profile. These objects simply dissapeared from user's profile at the new version (6.0).
Now my user can run F110 immediately (without job).
Regards,