My country doesn't have any laws regarding this subject (Brazil). And I don't want to disclose it to the police, it's more likely they will just keep it to themselves. What should I do?
In your circumstances the simple guidance I would give is:
Do not use the router, get rid of it and buy a new one. You can check it to see if it has the same problem.
In reality, confirming backdoors can be problematic, and even if you reflashed firmware, there could be others, assuming you have been targeted.
Edit: as @Polynomial comments - in terms of disclosure, the vendor might be a better bet than the police, and if they aren't interested, Full Disclosure is an option.
Given that some of the backdoor exploits seen on network equipment are actually built into the hardware the only solution would be outright replacement with equipment with no known exploits.
Before taking that step you should make sure you know what you are talking about, as Occam's Razor would suggest a simpler explanation for whatever you are seeing, namely that your password has been discovered, your computer has been hacked, or someone has broken your wireless password and is on your network. I'm saying this despite having no description of why you think your system has a backdoor, this is because having someone exploiting a back door into your network through a network device is the least likely possibility, therefore you should investigate other possibilities first.
If it does actually turn out to be a back door, all you can do (besides replace it) is notify the manufacturer so they can work on a fix (presuming that they aren't the ones who put the back door in in the first place), and notify law enforcement. The police are never the ones to go to no matter where they are as they don't have the skills to deal with it, however many countries have a cybercrime squad so that may be the best way to go. If you get no satisfaction through those paths I'd post the details on the web (as anonymously as you can) so that others with the same equipment will be warned.