using "Find in files" in the log window I've a lot of transliteration erros but I've disabled the visualization of this kind of errors (Tools -> settings -> ide settings)

Moreover find in files tries to search strings in all kind of files (psd, thumbs.db...) is there a way to create a skip list in the settings?

sure.
In the "Find in files" dialog, make sure only required file extensions are listed. See File Masks input. It should contain something like *.php;*.inc;*.html

you've not replyed to the first question (transliteration errors with theis visualization disabled)

About the second you're ok, thanks.
It seemed that the file mask was grayed, but it's not so.

Actually that checkbox (Tools -> settings -> ide settings) disables showing such warnings as message boxes when you open or save files.
When you run Search or Search/Replace, such error boxes aren't displayed anyway.
Log windows displays such errors only when Filter->"Transliteration" is checked in the popup menu.