Crazy with callbacks

I think it's because you're setting the error message OUTSIDE of where the actual validation rule (username_check_exist) is defined.
In your auth:

PHP Code:

public function username_check($username) {
    $account = $this->load->database('account', TRUE);
    $account->where('login',$username);
    $query = $account->get('account');
    return ($query->num_rows() > 0);  //returns TRUE/FALSE
} 


In your controller:

PHP Code:

public function username_check_exist($username) {
  //set the error message for THIS validation rule
  $this->form_validation->set_message('username_check_exist', 'L´username è già utilizzato.');

  //just return result from auth::username_check(), which will be true/false
  return $this->auth->username_check($username);
}