First of all i must say thank you to gulikoza for all his help.
I've finally compiled a working binary of gulikoza dosbox version.
I have now three last question:
1. When i run the configuration file i get this missing files messages during the process:
checking ddraw.h usability... no
checking ddraw.h presence... no
checking for ddraw.h... no
checking for main in -lX11... no
checking X11/XKBlib.h usability.. no
checking X11/XKBlib.h presence... no
checking for X11/XKBlib support... no
My question is if this library files are nessecery ? and if yes, where do i get them?
2. My second question is about the pixelshader, which was compiled ok, but seems not to work.
I've copied this file d3dx9.lib from
C:\Program Files\Microsoft DirectX SDK (June 2010)\Lib\x86\d3dx9.lib
into MYSYS compiled directory and run:
reimp d3dx9.lib
then i copy the file: libd3dx9.a to C:\MinGW\lib
and finally i copied all the include directory of DX SDK into c:\mingw\include
Is there any other process or files that ii'm missing in order to make the pixelshader function to work?
3. When i run 3dfx games, it doesn't display the game on full window or fullscreen. Is this how the plugin behave? or do i need to config anything else in order to make show on real fullscreen?
Here is an example screenshot from the game "Grand Theft Auto 1" with the black bars on top and right of the screen:

Thanks again for the help.