I spent all the afternoon trying to make a bootable USB instead of burning the iso file in a DVD, but that wasn't possible at all. I gave it up and used DVD. Then I installed it. The installation lasted 2 hours more or less and then I got it! It worked.
Of course there were several things that didn't work properly, for example the sounds and the USB's, but although I was sure I could fix it I didn't do. It was just a trial, not forever and I didn't want to modify the BIOS.
Here is the proof:
Mac OS X 10.4 running on my Intel P4
PS: Later, I broke it. I installed a system update an Mac didn't start again.