It's embarrasing but the solution was to put the old NOCONSOLE in

REPORT FORM MyReport NOCONSOLE OBJECT MyRL

QuietMode was set to .T. but didn't prevent the problemn.

I put SET TALK OF in every method I used in the ReportListener, particularly in EvaluateContents() and Render(), but it didn't work (at least for me)

Thanks everybody for the answers, I took a long look at them (it's the only way to learn)
Hernan