I'm back =)
Haven't replied for a while to this because I have the problem forgotten, yet not solved.
I don't intend to criticize Steven, but turning off AJAX in order to avoid errors with AJAX is not a proper solution. I mean, when your car doesn't start, the mechanic doesn't take the keys and the car from you and say: "There, now you don't have any problem."
I'm gonna bump this post to see if we get some help from the Devs.
I've been googling this again for a while and still not getting to a solution I can use/make work.
As a reminder, I use DNN 4.7.0 and this error happens in both IE6 and Firefox 2.0
Edit:
I have found a solution to the problem, at least to mine. The problem was being caused not by DNN itself, but by other module, Delisoft DS Localizator, a localization module that allows you hide and show tabs/modules in the different languages of your site, and also allows you to redirect from one to another.
Well, enuff advertising, hehe. In case you're also using this module, keep reading, otherwise, ignore it and keep searching somewhere else.
The problem with DSLocalizator and DNN is that the first uses a page html replacement when it loads the content. When it does it there's some problem/bug and the HTML is not correctly formed and it makes the parser cause a Sys.WebForms.PageRequestManagerParserErrorException error.
I have reported it in the module developer's web where you can find a more detailed explanation.
For those who want a fast solution, the key are in the General Settings, being caused when you enable "Solpart Menu Replacement", "URL Replacement" and use Localized Replacements.
Hopes this solves someone else's problem too =)