Problem solved:
Turns out it was a problem with my UTP cable. A wire was not correctly connected.
Until I was on 100 Mbits only 4 out of the 8 wires were used, and I think also the protocol negotiation was for this setup, so an incorrectly connected wire did not matter.
Put when I updated to 1000Mbits the router needed all 8 wires and the speed/protocol negotiation failed.
It worked on the old router because it was on 100Mbits, so for it did not matter the speed (100 or 1000Mbits) it defaulted to 100.
Utp cable was changed and now everything works fine!