I was told to increase these two DB parameters.
1) Statement Heap Sizes
2) AGENT_STACK_SZ (¿?)

I Havent found the second one.
Does anybody know where to update it? (Control Center, Command Center, Command Windows , etc.)

Thanks in advance...

AGENT_STACK_SZ on DB2 for Windows is a database manager (dbm) parameter. This parameter does not apply to UNIX-based platforms.

The general syntax is:
db2 update dbm cfg using AGENT_STACK_SZ <value>

See the Administration Guide: Performance for more information.

Thanks a lot Marcus...!!