Ok, I have the solution.
Before all, thanks to IanS for your help! Your solution should work but I think that do that in every script it's not the best way.
I open a support ticket, what I have found that when we use date.timezone = "Europe/Madrid" in the ini.php the php ignores it. It's a bug I think following the link: http://bugs.php.net/bug.php?id=45191
So what support has done is to add:
and in that script you can put:
; Automatically add files before or after any PHP document.
auto_prepend_file = /home/users/web/bxxxx/pow.user/htdocs/timezone.php
And then works.
date_default_timezone_set ( 'Europe/Madrid' )