Ignore dummy0 - you enabled this particular _dummy_ and _useless_ interface
when configuring the kernel, but it won't harm you at all.

> and eth0 has not one.

Guess that happens because you're using the slirp transport ("Link
encap:Serial Line IP" hints so). With eth0=tuntap,,,$IP_Address_of_the_host
it would have a MAC.

> The mac address of dummy0 changes all the times that I boot uml.

Then it's choosen randomly. Getting any problem from that?

You have already said to me how to communicate to the host when using slirp in another topic.
        I was using a root_fs from the Jeff's site and a root_fs that I created copying files from
my host debian.
        I have never used before ifconfig -a.

        Now I built a root_fs while I was building a LFS.
        When I finished it, I try to communicate to the host using slirp.
        The files about network in the LFS are a little bit different to the others root_fs.

        How I could not communicate to the host in the first time, I used the command
        ifconfig -a  (for the first time)

        So I saw dummy0 for the first time.
        I thought that it was the problem.

        After your explanation, I understood that I can not worried about dummy0. I
changed some files in the LFS and I can communicate to the host using slirp and tuntap too.

        Probably my question was very short but you understood my doubt.
        How I am newbie,  sometimes I make some silly questions.