I've found the problem its not that(re-open thing), you have to mark something before you open it.... i didn't saw anyone explaining that from Adobe... i just bump into it accidentaly and now i see it works only that way.
A long shot is I find in certain panels I can't test my movie using the keyboard shortcut (windows, preview CTRL+ENTER or debug CTRL+SHIFT+ENTER). If I click in the document preview and make sure I'm not in certain panels it tests just fine in simulator. Also the menu option works every time (Control->Test Movie->In Flash Pro or Debug->Debug Movie->In Flash Pro). But this is CS5.5 I'm referring to. I'm afraid to update to CS6 with all the bugs being mentioned