To gain access from external files to the wordpress functions I just need to include the wp-blog-header.php in the external file. Right?
Now permalinks turned on.
Ok, then I did a few tests with lynx:
lynx http://site/ returns 200
lynx http://site/index.php returns 200
lynx http://site/another/index.php returns 200
lynx http://site/another/ returns 404 but page displays
Something is wrong with the last test, but what? Notice if I turn permalinks off all tests return 200.