Thanks @glv and @RichardDL for your proposals.
I had applied your tips and I had gotten some improvements.
If I change Serial.list()[2] for “COM17”, Processing detect an error:
I had changed the name my Serial Port, to no confuse anyone ;p
Working the SimpleWrite example, it seems that there is a fast connection (I receive 4 chars (LLLL) at the begin of the connection, but any char more when I move the mouse over/out of the square). If I add a delay(1000); in the setup(), I don’t receive nothing,
These are my sketches now:
_PROCESSING_Tx (SimpleWrite)
/**
* Simple Write.
*
* Check if the mouse is over a rectangle and writes the status to the serial port.
* This example works with the Wiring / Arduino program that follows below.
*/
import processing.serial.*;
Serial myPort; // Create object from Serial class
int val; // Data received from the serial port
void setup()
{
size(200, 200);
// I know that the first port in the serial list on my mac
// is always my FTDI adaptor, so I open Serial.list()[0].
// On Windows machines, this generally opens COM1.
// Open whatever port is the one you're using.
String portName = Serial.list()[0];
myPort = new Serial(this, Serial.list()[2], 9600);
}
void draw() {
background(255);
if (mouseOverRect() == true) { // If mouse is over square,
fill(204); // change color and
myPort.write('H'); // send an H to indicate mouse is over square
}
else { // If mouse is not over square,
fill(0); // change color and
myPort.write('L'); // send an L otherwise
}
rect(50, 50, 100, 100); // Draw a square
}
boolean mouseOverRect() { // Test if mouse is over square
return ((mouseX >= 50) && (mouseX <= 150) && (mouseY >= 50) && (mouseY <= 150));
}
_ARDUINO_Rx
char serialData;
void setup()
{
Serial.begin(9600);
}
void loop()
{
if (Serial.available())
{
// Recieve Serial from the PC
serialData = Serial.read();
if (serialData == '0') {Serial.println("HAS REBUT UN 0");}
if (serialData == '1') {Serial.println("HAS REBUT UN 1");}
if (serialData == '2') {Serial.println("HAS REBUT UN 2");}
if (serialData == '3') {Serial.println("HAS REBUT UN 3");}
}
}
Thanks for your help! 

