Allright, found out the problem:
First, if your keyboard is not english configured, you need to set it to EN via Control Panel - Keyboard language.
DO NOT REMOVE the other language, just add the EN one so you can switch back when needed.
Second, the right button to press is not the classic "tilde", but is the " ò ", where the " @ " and " ç " symbols also are present.
I got a Logitek Keyboard, maybe this is a difference.
Now cheats are working fine.
