I've got a rails application located on www.figurella.com.do, and At this time the wordpress blog is located at blog.figurella.com.fit everything in appears fine, right?

Well if put forth blog.figurella.com.do/wordpress-admin it'll download wordpress-login.php rather than really making it?

Any ideas of what's happening?

Seems like you do not have PHP installed (or working) around the server hosting blog.figurella.com.do, therefore the server is dealing with *.php files as unknowns and serving them as downloads.