Hi Jacobo - I don't have a recent version of Modo over here so I won't be able to test it myself, but hopefully someone who uses MoI and Modo with each other regularly will be able to give it a test and give you some pointers.

Usually you should be able to just export out from MoI, then import into Modo and render though...

The materials that MoI makes by default though do have double sided lighting turned on, is that possibly having some effect on your renders?

In your original screenshot, it almost looks like there is some kind of environment map set up there.

- Michael