work perfectly in Firefox, but they don't in Chrome. I heard about some limitations existing in the early stage of development, so maybe that is the case.
Yes, this is one of such limitations. Currently only filters of the form ||example.com^$third-party can be used for blocking - and exception rules will not apply. This is something we hope to resolve in Adblock Plus 1.1 (or whatever version number the next major release will have).
The issue has been resolved in Adblock Plus 1.1 - whatever you see now is a different issue and you should start by supplying us with details on the issue (preferably in a new forum topic).