I first have to thank you for answering my question, I've tried both of your ideas.

tye, I've looked into the response and I can't find any warning header.

gman, I've changed the URI using the extension of the phone, now is someting like this <extension>@<pbx_ip> but I still get the same error.
Now the weird thing is, why the asterisk send me a '407 Proxy Authentication Required' if we don't have a proxy, could this be the problem? and how can I fix that?