Hello Andres,
There are practically 3 different ways to do what you are looking for.
1. VRF Back to Back, where you configure per VRF per subinterface between ASBR. Simple, but if you have many VPN that required Inter-AS connectivity it doesn't scale.
2. ASBR exchange VPNv4+labels. Here the ASBR speak MBGP against its own AS PE or RR, and EBGP with the other ASBR. If the ASBR doesn't have any VRF configured, it will filter the VPNv4 prefixes (default behavior of any VPNv4 PE). You need to disable the filter using unter router bgp with the following command "no bgp default route-target filter". When you do this, ASBR will store all VPN (if comming from RR) or the one from specific PE if comming for a specific PE. You can filter if you want to limit the VRF that required Inter-AS.
3. Between RR from AS 1 and AS 2, you create a Multihop EBGP session under VPNv4 address familiy and enable the command "neighbor x.x.x.x next-hop-unchanged" You need this because you dont want all traffic inter-as goes throught the RR (normally RR are not in the datapath). Second, you create a IPv4 EBGP session between ASBR, but with one little setup, you need to send both IPv4 NLRI and Labels because you normally will not turn on LDP/TDP between ASBR and traffic required to be labeled. The prefixes that required also labels are only the loopbacks interface of the other AS PEs. Under address-family ipv4, you active asbr neighbor and also configure "neighbor asbr.x.x.x send-label". And make sure you redistribute EBGP from ASBR into their AS IGP in one direction, and the PE loopbacks from AS IGP into EBGP. After doing this, you can validate that you have a label for the other AS PE loopbacks with the following command "show ip bgp labels"
for configs and details, please read
http://www.cisco.com/warp/public/732/Tech/mpls/docs/interasconfig.ppt
Good luck
