Many of the newer TVs have both analogue and digital tuners. If you TV has a digital tuner, then a seperate set top box will not be requried. There are not many if any analogue channels left these days, may be one or two local channels that have not made the move to digital yet. Spain is further ahead than the UK in swicting off analogue TV siganls. The UK is doing it region by region, here in Spain the big switch off was Easter 2010!
So first question is: does your TV have a built in digital tuner or not?
Second: is your cabling tot he Urbs distribution system OK. Some time a cable with may splits (most rooms have TV points and the splitters will be splitting the signal to them also) so it may be an idea to remove and feeds to other rooms that have no TV.
Third: the type of cable you use between your wall plate and TV / set top[ box can also make a difference. Many times I have seen people using cheap cable (carrefour white thin cheap tv cable) that is not good enough to hadnle the siganls. Changing to "thicker" cable works wonders!
But as FB says, check with the neightbours. If they have all the digital TV channels (about 40 of the - see tdt.es for tdt1.com) then the issue is somewhere along the cable from the Urbs distribbution system to your TV points.
If you are on a community system then maybe community rules mean you cannot have your own individual aerial, so check.