Thanks for considering Aspose.
1- I need to insert new functions at Menu ( when I rigth click on a cell)
We will support this feature soon.
2 - I can´t use the FreezePanes, When I use the component lost it´s HEIGHT propertie.
That's because of you are using gridweb with AJAX Extension. Well, you have to use licesed version of the GridWeb control. Please check: http://www.aspose.com/Community/Forums/2/96903/ShowThread.aspx
3- When I merge columns at the rigth side of component apears a gray space, and if I have blank spaces inside the component ( spaces with out rows and columns) in that space apears small lines, like a columns.
Are you talking about Aspose.Grid.Web or Aspose.Grid.Desktop? Could you elaborate the problem, if possible create a sample test code and paste it here with screen shot to explain it. We will check and figure out the issue soon.
4- When I hede a lot of rows, apears a gray spaces under the row.
Could you elaborate the issue and explain about those gray spaces when they occure? Kindly create a test project and attach it here with all the files with screen shot also. We will check and resolve it soon.
5 - I need to remove the "loading please wait" message.
Well, Currently it is not supported, It will be available soon in our next versions or so.