I'm really begining to learn Smalltalk. Now I'm using Squeak, but there is any way to develop in Smalltalk without using VMs, but something like an IDE?
Using a VM does not prevent you from using an IDE. The question you should be asking is which IDE has good Smalltalk integration. Squeak is definitely the way to go for a Smalltalk IDE
Maybe others have other IDE's in mind, since you are already using Squeak and don't seem to be content. What exactly are you looking for that Squeak is not providing?
Squeak is an IDE. The concept of "IDE" arguably came from Smalltalk! Do you perhaps want a "file oriented" workflow? GNU Smalltalk is one implementation that works that way.
Generally the answer is no because Smalltalk is not just a language, it's the environment too, including the changes that you make to it. You could translate it into a more static kind of system with a framework rather than a universe of live objects, but it would be a different thing. NeXTSTEP and thus Cocoa essentially did this. So the answer could be "sure, it's called Objective-C."
EDIT: All that said, see Logan's reference to GNU Smalltalk.
Working in a Squeak image can be really fun.
The environment is a bit confusing at first but it's very powerful.
Working in a live system makes it easy to explore and change things. You can take an object on the screen look at its state, play with it, browse the object class, run some code and see the world change.
The Smalltalk Browser is also much more focused on "browsing" the code than writing it. You can quickly find all the places where a class is being used (from compiler to http server) and understand how it all fit together.
Try getting used to the image for a while. I think you would loose something by using an external IDE.