Force Drupal to attach Drupal behavior to new ajaxed content [only Drupal.attachBehaviors() is not working the right way]
I've got it.
This is working the right way:

Drupal.behaviors.my_ajax = function (context) {
    $('#content-group-inner a').live('click', function (e) {

        $('#content-group-inner a').addClass('my_ajax-processed');
        var url = $(this).attr('href');
        $('#content-region-inner').empty().html('&lt;img src="ajax-loader.gif" style="margin-left:50%;"/&gt;');        
        $('#content-region-inner').load(url,'ajax=1',function() {
                        Drupal.attachBehaviors('#content-region-inner');
                        });
        return false;
        });
   };


Thank you for all your help.