I created a menu ponting to a K2 category blog and selected all categories. In "featured", I set "show only featured items". Them, I set this menu as default. As I waitting for, no matter the category I put an item, it will apeears in joomla frontpage if I set it "featured". The problem:  there are some modules that must appears ONLY in the frontpage (banner, for example).In the frontpage, the banner apears, and the "before" part of the featured items too. But if I click in an item link (in the title), the page opens WITH the banner too. How can I fix that?

i have the same problem

Antonio

Whats your exact problem is,
1. as you said you have chosen all categories, so you mean you want to show all featured k2 items on front page (If i didn't understand it wrongly), if so so its true any item you set as featured will be shown on front page.

2. the problem with banner module, so its usually by default with any joomla extension to keep the item id with its links, if they dont do so, you will get your first page with all modules and all other pages without modules, not sure if this trick can work for you in k2, but it works in joomla's default com_conent (article manager component), so the idea is,

Create a whole new menu in joomla menu manager, and whenever you set an item as featured create a new item for that k2 item in that new menu, and edit banner module to make sure its not enabled for new menu item you created.

hope this can help you.