Thanks! It worked! I can´t believe that I spent almost four hours trying to figure this out and all I needed was to set the parent slug and url.
I moved the Buddypress member templates to my theme, inside a directory named Buddypress just because I needed to do some heavy tweaking. This way the templates stay with the main theme and since I uploaded BuddyPress from WordPress control panel, I don´t have permissions to make changes to the templates. I can use the internal wordpress plugin editor, but that would drive me crazy.
Do you think that moving the templates to the main theme is wrong? Is there a better way to make changes to the templates code? Buddypress template system is like ancient chinese to me.