Hello Gustavo,
Do not know if you've
solved the problem but you can try to
do these checks.
You are trying to access Project Server
from where? From Internet Explorer
or Project Professional?
Enough to record an error in the event viewer
of windows server where
the application is running Project Server 2010
and SharePoint 2010?
Review the settings as described in this procedure
from Microsoft.
http://office.microsoft.com/en-us/project-help/connect-log-on-to-project-server-HA010373238.aspx
I hope I helped.
Hezequias Vasconcelos