I know what went wrong. I tried to follow the last steps in inukaze's guide and console gave me this feedback:
Configuration file /home/user/.pcsxr/pcsxr.cfg couldn't be foundPicking default plugin: libGXVideo.soPicking default plugin: libDFSound.soPicking default plugin: libDFCdrom.soPicking default plugin: libDFInput.soPicking default plugin: libDFInput.soPicking
default plugin: HLE
The config file was there but somehow it didn't modified it. So I opened the file and placed Gpu = libpeopsxgl.so
Voilá, now the best psx emulator works! Probably what I should have changed when first installed the .deb package was this config file to use the opengl, and this what I always wanted to tweak.
I hope this help future players. Regards dario86 ;)