Thank you for the feedback allan_intel. I also think the memory is the key issue. But in the same page you mentioned, they say the NUC will run 1333 and 1600 memory at 1066. I now bought crucial 4gb SODIMM from the list of supported memories and, although it is a 1600 one, the NUC works perfectly.
At the end, the issue was incompatibility of the memory. Would you please put Corsair 4GB DDR3L 1333MHz RAM module CMSO4GX3M1C1333C9 in the list of unsupported memory chips?
Thank you.