First, I check that Microsoft.VisualStudio.Shell.9.0 was in the GAC, It was not there... then I proceed as Juho Vainio in Geonet suggest : Visual Studio Command Prompt --> Run as Administrator --> gacutil /i Microsoft.VisualStudio.Shell.9.0.dll, but it failed because I was not giving the full pat of the dll, so I search for it in the Visual Studio 2008 SDK, and Voila!!! it appear in the GAC
but the project still does not compile, so, I chec in the real GAC:
C:\Windows\Microsoft.NET\assembly
and found that the file does not exist neither in the GAC_32, nor GAC_64 folder, moreover, it exists in the folder GAC_MSIL, so....i took the folder C:\Windows\Microsoft.NET\assembly\GAC_MSIL\Microsoft.VisualStudio.Shell.9.0 and copied it to the folders GAC_32 and GAC_64.
Now the project compiles.