Thanks to all for your replies.
After searching a lot, I've found that there are three banks that accept non us residents foreign accounts for people without a social security number.
For those who may want to know these are the WellsFargo, Chase Manhattan and Citibank.
Of those three, the Chase Manhattan has the most complete information at its web site. You can even download a PDF with absolutely all the forms you have to fill.
Wells Fargo has also very convenient fees, and less paperwork, but you have to email to a representative.
I didn't check citibank IPB offer, but it seems that has higher fees than the others. But I'm not sure about that.
Hope this info helps and thanks for all your replies :)