Thanks for your answer ShibbiB. Yest I did the required MSDTC settings on the DB Host.
I finally got it working by following this Microsoft KB: http://support.microsoft.com/kb/915599/en-us
It seemed to be related with a timeout issue, so I increased the IIS timeout and the keep-alive timeout settings in the vCAC server and it worked.
Then I got a new error related to the size of the request again in the IIS (The remote server returned an error 413 - request entitiy too large), so I had to increase the value of the uploadReadAheadSize in the system.webServer - Runtime section. (http://stackoverflow.com/questions/12889947/the-remote-server-returned-an-error-413-request-entity-too-large-wcf)
After that, it worked and I could install the vCAC succesfully.
Thanks!.