Djoslax

 After so many hours trying I finally make it to work follow this steps and be happy with this great game:
1)Update your graphic drivers,physics and DirectX

2) For XP users only go to "C:\Documents & settings\[Users]\Local Configuration\Program data\4A Games\Metro 2033" and open with notepad user.cfg
For Win7,  users only go to:
"c:/ users/[ User]/appdata/local/4agamas/metro2033" and open with notepad user.cfg

3)Now change value for r_quality_level from r_quality_level 3 to r_quality_level 0.

4)Enjoy in Game ;)