we found the issue...  on crm_lead.py, replace the following methods:

 def case_mark_lost(self, cr, uid, ids, context=None):
        """ Mark the case as lost: state=cancel and probability=0
        """
        stages_leads = {}
        for lead in self.browse(cr, uid, ids, context=context):
            stage_id = self.stage_find(cr, uid, [lead], lead.section_id.id or False, [('probability', '=', 0.0), ('on_change', '=', True), ('sequence', '>', 1)], context=context)
            if stage_id:
                if stages_leads.get(stage_id):
                    stages_leads[stage_id].append(lead.id)
                else:
                    stages_leads[stage_id] = [lead.id]
            else:
                raise osv.except_osv(_('Warning!'),
                    _('To relieve your sales pipe and group all Lost opportunities, configure one of your sales stage as follow:\n'
                        'probability = 0 %, select "Change Probability Automatically".\n'
                        'Create a specific stage or edit an existing one by editing columns of your opportunity pipe.'))
        for stage_id, lead_ids in stages_leads.items():
            self.write(cr, uid, lead_ids, {'stage_id': stage_id}, context=context)
        return True

    def case_mark_won(self, cr, uid, ids, context=None):
        """ Mark the case as won: state=done and probability=100
        """
        stages_leads = {}
        for lead in self.browse(cr, uid, ids, context=context):
            stage_id = self.stage_find(cr, uid, [lead], lead.section_id.id or False, [('probability', '=', 100.0), ('on_change', '=', True)], context=context)
            if stage_id:
                if stages_leads.get(stage_id):
                    stages_leads[stage_id].append(lead.id)
                else:
                    stages_leads[stage_id] = [lead.id]
            else:
                raise osv.except_osv(_('Warning!'),
                    _('To relieve your sales pipe and group all Won opportunities, configure one of your sales stage as follow:\n'
                        'probability = 100 % and select "Change Probability Automatically".\n'
                        'Create a specific stage or edit an existing one by editing columns of your opportunity pipe.'))
        for stage_id, lead_ids in stages_leads.items():
            self.write(cr, uid, lead_ids, {'stage_id': stage_id}, context=context)
        return True