Maybe the bootloader don´t allows me to change Configs from my PBP program?
That's correct. It's the bootloader that contains the CONFIG. When you download your PBP program using the bootloader then the CONFIG contained in your "download" will not be used. Exactly how it works may differ from bootloader to bootloader but basically the CONFIG is part of the bootloader and the bootloader protects itself from being overwritten.

Had you been allowed to change the CONFIG via the bootloader then you could possibly set it to such a state the bootloader, which of course is just another piece of code in the PIC, wouldn't run as intended and you end up with a bricked PIC needing to be reprogrammed with a device programmer.

/Henrik.