I found a problem when trying to show the Catalog Prices including and excluding tax in Magento.
I created a product with 299€ price. That price had tax included so I setted up the admin for that:
Sales -> Tax -> Calculation Settings (tab)
Then I went to the store and I saw it was not working:
The problem was I had the shipping setting by default (United States):
Sales -> Shipping Settings -> Origin (tab)
After changing the country to Spain it solved the problem.
Now it shows the Including Tax price the correct one 299€