I gave up this way…. i simply passed my html login form to wp_login.php with the wp_login_url():
<div id="site_wrap" class="core">
<form id="login" action="<?php echo wp_login_url( get_permalink() ) ?>" method="post">
<label for="log">Email:</label><input type="text" name="log" value="" />
<label for="pwd">Password:</label><input type="password" name="pwd" value="" />
<button name="submit" type="submit">Accedi</button>
</form>
</div><!-- /end #site_wrap -->
But i’m still curious why the wp_set_auth_cookie didn’t not working…anyways i got the solution!