There is one very simple but very important thing which you need to understand about 'an', Paolo. The rule governing the use of 'a' and 'an' is a phonological rule, not a spelling rule. It's about the sounds which we hear, not the letters on the page!
We use 'an' before vowel sounds and we use 'a' before consonant sounds, regardless of the spelling.
Here are some examples:
Nouns which begin with vowel sounds
an MBA **
an F-key **
an 18th-century book **
* These two words begin with vowel sounds because their initial 'h' is always silent. The word 'hour' is pronounced the same as 'our': this is why we say 'an hour'. Words which come from the same root as 'honour' (e.g. honest, honorable) also have a silent 'h': this is why we say 'an honest man'.
There are also a few other words where the silent 'h' is optional: hotel, historical (very outdated) and herb (only in the USA). [@Liz is wrong about 'herb'. This is actually an American convention. The British, who do sometimes drop 'h's, find it strange to hear Americans (who don't drop h's) talking about 'erbs'.].
** The letters F, H, L, M, N, R, S and X are 'pronounced' as 'eff', 'aitch', 'el' and so on. These are 'words' which begin with vowel sounds even though they're referring to consonants: this is why we say, for example "The word 'scene' begins with an 's' ".
Also note that numbers such 'eighteenth' begins with vowel sounds and are preceded by 'an'
Nouns which begin with consonant sounds
* Initial 'h's in all words apart from the exceptions above (hour, honour and related words) are pronounced. This 'h' is a consonant sound: this is why we say a hat, a hand, a house, a hamburger, a horse, and so on.
** These words begin with the consonant sound 'y', like in the word 'you'. This 'y' is a consonant, which is why we say a (y) university and a (y) euro.
I hope that's clearer now. Please ask if you'd like further clarification.