GOT IT! Many thanks, you've send me in the right direction.
The solution was doing the Normal with WorldMatrix multiplication in the Diffuse calculation.

Here it is:

[source lang="cpp"]/****************************************************/
/** VARS NOT CONTROLLED BY CREALYSM ENGINE YET **/
/****************************************************/

// directional lighting
float3 DirLightDir < string UIDirectional = "Light Direction"; > = {0.0, 0.0, 1.0};
float4 DirLightDiffuse = { 1.0f, 1.0f, 1.0f, 0.5f }; // light diffuse

// modelfile, just for effectedit
string XFile = "objects\\house.x"; // model

/****************************************************/
/** VARS CONTROLLED BY CREALYSM ENGINE **/
/****************************************************/

struct VS_OUTPUT
{
float4 Pos : POSITION;
float4 Diff : COLOR0;
// float3 Norm : TEXCOORD1;
float2 Tex : TEXCOORD0;
};

float4x4 World : WORLD;
float4x4 ViewProj : VIEWPROJECTION;
float4 AmbientLight;

float4 MatAmb : MATERIALAMBIENT;
float4 MatDiff: MATERIALDIFFUSE;
texture Tex0 < string name = "textures\\wdplanks.png"; >;

/****************************************************/
/** THE ACTUAL VERTEXSHADER PROGRAM **/
/****************************************************/

VS_OUTPUT VS(
float4 Pos : POSITION,
float4 Diff: COLOR0,
float3 Norm: NORMAL,
float2 Tex : TEXCOORD0)
{
VS_OUTPUT Out = (VS_OUTPUT)0;

// calculate the WorldViewProj matrix
float4x4 WorldViewProj = mul(World, ViewProj);

// output final pos = pos * WorldViewProj
Out.Pos = mul(Pos, WorldViewProj);
Out.Diff = AmbientLight * MatAmb + DirLightDiffuse * MatDiff * max(0, dot(mul(Norm, World), -DirLightDir)); // diffuse + ambient
// Out.Norm = mul(Norm, WorldViewProj);
Out.Tex = Tex;
return Out;
}

/****************************************************/
/** SAMPLER STATES FOR TEXTURING **/
/****************************************************/

sampler Sampler = sampler_state
{
Texture = (Tex0);

MinFilter = LINEAR;
MagFilter = LINEAR;
MipFilter = LINEAR;
};

/****************************************************/
/** BASIC VERTEXSHADER TECHNIQUE **/
/****************************************************/

technique BasicVertexShader
{
pass P0
{
zEnable = TRUE;
CullMode = CCW;
Lighting = TRUE;
SpecularEnable = FALSE;

Sampler[0] = (Sampler);

VertexShader = compile vs_2_0 VS();
PixelShader = NULL;
}
}[/source]


(not 100% right yet, it's now giving the ambient lighting value as diffuse but with all normals correct, so tweaking it now it will be easy).
Thanks again.