Thanks for your kind response.
The need to save the file with a different encoding than the default, is because knitr only works with this encoding, if I don´t change it, the rendering fails miserably.
I followed your suggestions, but nothing worked. However, your gave me the way to circumbent the problem. As long as I don't close the file, the spanish characters are conserved. I compile all the times I want, without never closing the file. Before closing the .Rmd file y save it with the default encoding et voilá. I will stick somewhere a remainder: "change the encoding before closing".
Encoding in Windows sucks, somebody said.
Thanks and take care.
Luis