Thank you very much for the immediate answer !! :)
Just reading this documentation ("http://nginx.org/en/docs/http/ngx_http_rewrite_module.html#rewrite")
i had the suspect that "set" is a rewrite module`s directive.
But, in this other documentation ("http://wiki.nginx.org/HttpRewriteModule#rewrite") i was a little in confusion.
The first documentation (http://nginx.org/en/docs/http/ngx_http_rewrite_module.html#rewrite) is certainly more helpful to understand this behaviour.
Thanks again!