I finished now to install latest Cumulative Update [December 2012] with an amazing Failure message :(

After one hour of troubleshooting I have discovered that also February 2012 CU had same issue (http://social.technet.microsoft.com/forums/en-US/sharepointadminprevious/thread/850d9823-2c7c-4557-8e85-904a59f73704).

My solution has been to configure internet access to SharePoint server where is blocked and start again Configuration Wizard.