Thanks for you reply Sunil Jain.
I'm already doing it. I went into the query properties and set the suppress zero on rows. When i run the query (in SAP Portal), it does not bring these rows at the result set having the correct behavior. When i run it from Qlikview it seems that it does not respects the suppress zero from the query.
So, my idea was try to force it on the MDX query from Qlikview, but I'm not really sure about on how to work with Where (if it exists) on the MDX generated by Qlikview.