This thread is resolved. Here is a description of the problem and solution.
Problem: When I use the English version of the page, Theme My Login shows a menu link which redirects the user to a page, for example, Login or Register page. When I use the Spanish translation and I try to access the links in the menu, the site is always redirecting me to the same page when I access to Login or Register page.
Solution: Theme My Login has many redirect options and filters that might interfere with WPML and it is not in our compatibility list.
A similar compatible plugin is Clean Login: https://wordpress.org/plugins/clean-login/ It's already in our official compatibility list (https://wpml.org/plugin/) and they provide a guide for its WPML configuration: http://codection.com/clean-login-wpml-compatibility/
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