I noticed that MikTeX didn't came with the beamer package installed on it. So I tried to install beamer manually through its "Package Manager", but it didn't solve the compilation errors.
After "burning" some neurons, I tried to install the packages pgf and xcolor, and now it works very well.
There's one feature about MikTeX that could help you to save a lot of time when trying to "find" the correct packages. On its Maintenance menu, you can find the Settings application. Open it, and search for the "Install missing packages on-the-fly" option. Change its value to Yes.
