Hola Angel,
Dennis is right, it seems the issue has to do with a wrong software installation.
You can check from MAX the software installed (under My System->Software).
You can even open a I/O session with the serial port from MAX (i.e. Devices and Interfaces->COM1->Open VISA session->Basic I/O tab->Write and Read tabs), to verify what may be wrong.
Also, although it may be too much for what it seems a simple issue, you could use NI Spy and capture VISA calls to see what's going on. (It's installed with NI Software at Inicio->Programas->National Instruments->NI Spy).
Finally, though I've never seens this as an issue, verify you have logged in with administrator rights or enough rights to deal with the serial ports.
Hope this helps,
JorgeM.