Three possibilities that I can think of. First, I recommend putting literals in single quotes, and search expressions in double quotes. QlikView allows some overlap, but getting it wrong can cause problems sometimes. Second, if MesRef can have multiple values, then it will evaluate to null, so the expression won't work. In that case, you might need something like max(MesRef) instead. Third, unlike in normal expressions, when used in set analysis like this, dates must be in the same format to be compared. So if DataRegistro has values like "Aug 30, 2010" and MesRef has values like "30/8/2010", those are not comparable in set analysis. You would need to change the format of MesRef to match the set. Oh, and when making an expression inside of set analysis, you generally need to do it with dollar sign expansion.
So this probably won't work for YOUR data, but just to match up with the example I've given: