Hi Carlos, I understood that you are trying to create the controls dynamically from code and setting it text and command argument.
Although my answer is not straight to say why your code is failing, but I would rather prefer using the below code (in vb.net):
For I As Integer = 0 To 30
Dim lb As New LinkButton()
lb.Text = I.ToString()
lb.CommandName = "Dia"
lb.CommandArgument = I.ToString()
lb.Command += New CommandEventHandler(lb_Command)
form1.Controls.Add(lb)
Next