I forgot to tell you I received 9 calls and no matter which value I have in Min Pool Size I always got 10 connections, at the end I left 10 as min value (coincidence).
Although the ODP.Net documentation indicates the min pool size is 0, I've seen other documentation that ADO.Net will create 10 for an initial pool if a minimum size isn't specified.
* Call # 5 - 2 more connections (incr pool size) are created (I was expecting that it would use a connection from the pool)
Are you destroying the local transaction object in addition to the disconnect?
There's some good stuff here on debugging ODP.Net connection pooling as well:
ODP.NET – “Pooling” and “Connection request timed out”
On the other hand, it isn't supposed that using the Oracle Native Driver I should get the 5 connections at the beginning?, if I switch to Oracle only 2 connections are created, one lasts for a while, the other one shows and disappears as I'm moving through my script (connect/disconnect).
I don't know much about the OCI pooling options. Although according to the PowerBuilder documentation, the Connection Pooling form of pooling isn't appropriate for the middle tier. For a middle tier component it looks like you should be using Session Pooling.