zmconfigd didn't started (the admin panel shows a red cross), so I assumed it was related to this warning, because the log shows it trying to restart every 5 minutes. It was not related to this warning.
a) A couple of minutes ago I saw nc must be installed. I installed it and zmconfigd started by itself.
b) Despite the warning, zmconfig shows weird traces (i'm new to zimbra, maybe this is normal?):
2012-02-10 11:58:22,588 zmconfigd WARNING [15956-MainThread] All restarts completed in 0.00 sec
Starting zmconfigd.../opt/zimbra/bin/zmconfigdctl: line 109: kill: (21745) - No such process
2012-02-10 11:58:47,312 zmconfigd CRITICAL [23500-MainThread] zmconfigd started on mail.mydomaingoeshere.es with loglevel=3 pid=23500
2012-02-10 11:58:47,377 zmconfigd WARNING [23500-MainThread] Fetching All configs
log4j:WARN No appenders could be found for logger (zimbra.ldap).
log4j:WARN Please initialize the log4j system properly.
log4j:WARN See Apache log4j 1.2 - Frequently Asked Technical Questions for more info.