And I found out.
My server isn't compatible with the latest version of HPE Insight Management Agents for Windows Server x64 Editions.
My server its a DL360 G5, the latest version compatible with my server are the HPE Insight Management Agents 10.40.0 from April 1, 2016.
What I don't understand about all this, if isn't compatible why HPE didn't say so in the HPE Insight Management Agents page or even worst, why is the 10.60.0 are listed as the latest version available in the DL360 G5 page for Windows Server 2008 x64