Hi Pablo,
I see that the 2 versions of bookthinker.exe that I sent you did not work.
It was easy to make a thinker.dat file provided you know the trick. And I hope the trick still works. The trick is to strip a pgn file before using makebook.
Using the utility pgn-extract and the following line:
pgn-extract -C -V -N -s filename.pgn -oout.pgn
where filename.pgn is your original pgn file (I'll tell you later where to get one) and the output file is out.pgn
Then using out.pgn (which is a stripped version of filename.pgn - no comments, no variations, no nags)
makebook out.pgn (be patient, it goes slowly)
this will output thinker.dat which you can use with the bookthinker.exe that came with the version of makebook.exe that you used.
To get a pgn file suitable for making an opening book, you could for example use the one I recently uploaded to crafty-chess.com.
http://www.crafty-chess.com/down/Pollock/normbk03.zip
You can find pgn-extract (by David Barnes) at
http://www.cs.kent.ac.uk/people/staff/djb/pgn-extract/