I finally succeeded. I burned from Windows with ImgBurn and PowerISO and the dmg was not written as it should, that's why the errors, and the impossibility to install. I also tried to convert the dmg to iso and then burn, but I think the conversion wasn't done properly.
I finally installed iAtkos in Windows, in a VirtualBox machine and I burned the disk and installed in about 19 minutes and now it's working, but with some problems, like the keyboard (Lion thinks I have an Apple keyboard, but I have a normal 105-key Windows one, and some keys don't work, also Windows key is in fact Alt and real Alt is Command for Lion) and the resume from sleep doesn't work. Also, I installed with all my 16 gigabytes of RAM in, so memory quantity doesn't seem to be a problem.
It is such a shame that iAtkos is distributed in dmg format. Many people are trying it coming from Linux and Windows, not everyone already has a working installation or a real Mac, to burn the image. And here we are confronting with insurmountable problems, even before we install. If Mac OS X does not require some special features, found only in dmg, I think this should be released in iso file format, which is a plain image of the useful data. Apple's dmg can also be a plain image, but it also can be compressed and/or encrypted. I don't think Windows burning/conversion utilities handle that well.