I've found a way to do what I want:
I created a new action group, called tag-filename
then I add the following:
Format value
Field: _FILENAME
Format String: %TRACK% - $caps2(%TITLE%)
then, in the same action group:
Replace with regular expression
Field: _FILENAME
Regular Expresion: "/" (without quotes)
Replace matches with: " - " (without quotes)
then add a new Replace with regular expression, modifying the "/" with ":" and the " - " with " -"
this will replace all filenames with format like this "02 - Song Title"
I don't know if there is a simple way to do this, but for now, it fits my needs

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So there is another question
I found that $caps2 its the best case conversion method, cause it leaves some upper case senteces like they should be, not capitalizing only the first letter like the "case conversion - mixed case" action does
So then I want some kind of case conversion that is like the $caps2, but I need that the first letters after " (_-/ " capitalize too, a feature that the case conversion action has, but $caps2 does not.
For example, a title like "Rock in the USA (yeah!)":
with $caps2, it becomes "Rock In The USA (yeah!)"
and with cave conversion action, "Rock In The Usa (Yeah!)"
When it should be like "Rock In The USA (Yeah!)"
WHAT SHOULD I DO TO SOLVE THIS?
I have trouble to to the coding =|
help me please!