Hi Sergio
I'm not a security expert so I'm hoping I don't send you down the wrong path here but...
Have you generated the authorization profile for that role? The role won't work without the profile being generated. See the following SAP Help link for details:
http://help.sap.com/saphelp_nw73/helpdata/en/73/9317502c729d38e10000000a44176d/content.htm
By the way, whilst the user interface is provided through your web browser (Internet Explorer), the application itself its still running on the Netweaver server so any authorization errors should still show up in SU53. It seems strange that your auth error is not...
Regards
Glen