I solved my problem. My projected texture coordinates was incorrect. The correct is:
vProjTexCoord.y = (vProjTexCoord.y * -0.5f) + 0.5f;
I was checking the Lighting Volume in HDC coordinates. Eg.:
if ( vLightPos.x >= -1.0f || ...etc. )
Also, I wasn't creating a Sampler. Since I'm not using the Effects Framework, had to set it manually.