I must read more detail next time. I was missing the /etc/file. I created it as suggested and now FTP is working. I'm sorry if I did not read all documentation closely. I was missing third rule for FTP authentication:

"Third, the users must have a standard shell returned by getusershell(3C)."

man 3C getusershell, explains that if /etc/shells is not present it uses a standard shell list, that off course it does not includes my customized shell. It was only matter of creating the file with the standard shell list and my own in it.

Thanks to every body for they're comments.
Luis Ramirez

You can create it, you may want to include the default list of shells as well, from man shells (not directly, I copied it from another post elsewhere):

from man shells

====
The following default shells are used by utilities:
/bin/bash, /bin/csh, /bin/jsh, /bin/ksh, /bin/pfcsh,
/bin/pfksh, /bin/pfsh, /bin/sh, /bin/tcsh, /bin/zsh,
/sbin/jsh, /sbin/sh, /usr/bin/bash, /usr/bin/csh,
/usr/bin/jsh, /usr/bin/ksh, /usr/bin/pfcsh, /usr/bin/pfksh,
/usr/bin/pfsh, and /usr/bin/sh, /usr/bin/tcsh, /usr/bin/zsh.
Note that /etc/shells overrides the default list.
====