why when trying to add some resource dictionaries to my CaliburnApplication.Resources tag, it does not work, and when do it in code behind of my app.xaml it works?
So you're using Caliburn? I would update to their latest version, as the CaliburnApplication class indicates you are on an older one. Svn checkout their latest and build from source.
You can also take a look at this caliburn discussion. It could be related to your problem.