Sounds like the warm up/fuel enrichment circuit isn't working for one reason or another....
I'd be weary of driving it hard/on boost as well as on boost fueling may also be affected.
either the fuel system hasn't got 12V, fuel ECU is knackered, A sensor (thermo time switch for instance) isn't working or another fault.
proceed to someone who know's what they are doing with RS Turbo's.
*edit* jus't realised you're from Spain.
take plug off black switch on the right hand side of the throtle, get volt meter, place negative to chassis or battery negative terminal and positive side of meter onto one of the two end pins on the plug, I forget which one but one of the end pins should have 12V when ignition is on/car is running. if it does not, then check the heated seat fuse in the fuse box to make sure it is there and not blown (I know the car doesnt have heated seats but it has a slot on the fuse box (indicated on the lid with a heated seat picture) which is the fuse for the electronic part of the fuel system's power). If all this checks out ok and you still don't have power, then come back and we'll try to further assist
