I found the solution and I want to share it with all of you.
As I didn't have the pcspkr module, I looked for it in the internet, but I coudn't load it because it wasn't exactly the same version of core.
I got a module source file (pcspkr.c) and I tries to compile it in TC (after download make, gcc, linux-headers and some more extensions), but I didn't success. While I was trying to compile it, there was an error because I didn't find the "as" executable.
So I went back to my ubuntu 9.04 in my desktop pc, and I tried to compile it there. It compiled ok, but in the TC there was an error trying to load it with "sudo insmod pcspkr.ko".
The solution was to get the linux-headers from TC and compile the module in my Ubuntu 9.04 using the linux-headers of TC. It compiled ok and when I tried to load the module there was a satisfying beep
With lsmod I can see the module loaded.
Maybe it is too simple for all of you, but I think that it can be helpfull to some people like me, who don't know too much about linux and need to turn on the pc speaker.
P.S.: Sorry about my english, I know I have to improve it.