Well, i found a way. I am gonna explain here for someone who runs through the same problem.
I wanted to have:
---------------------
Comment 1
---------------------
Comment 2
---------------------
Comment 3
---------------------
Some stuff (an ad, for instance)
---------------------
Comment 4
(...)
I couldn't find a way to put a counter in the wp_list_comments function, but then I found Greg's Threaded Comment Counter, by Greg Mullhouser.
The plugin does the counting for only top-level comments or for the level that you specify in the settings. Top-level was what I wanted. The problem, for me, is that it echoes the numbers.
I changed the "echo" for "return" and it now works the way I want. It is not the perfect solution, but it is working.
So, if someone runs into another solution, I would be glad to know.
frq.