Hi Luigi,
The example works if one copies colo-rgb.mkii as colo-rgb.tex in the same
folder of the example ...
It is OK by changing
line 46 in m-pstricks.mkii:
\loadpstrickscolors{colo-rgb}}
to
\loadpstrickscolors{colo-rgb.mkii}}
as Herbert said.
In the recent beta's, the change was already done.