Hi Marcelo,
There are a few different ways you could do this. One, you could write your own custom sketch using the Arduino IDE that sends the data over the serial port (perhaps something like this), then read that data with Mathematica's Serial port Device Driver.
Alternatively, you could try using DeviceRead normally with the Arduino Driver in Mathematica, but the frequency with which you could sample the signal varies, and so you might have resolution issues there. If I recall correctly, on a recent Macbook Pro, I was able to get around 300 Hz reading a digital signal with the Arduino device driver, but YMMV depending on how fast your computer's processor is, etc.
Thanks,
Ian