Mauricio, I am not familiar with the New Baby specifically, but own 3 Gaggias. First thing to remember when using this machine, and most other machines is to purge the steam wand first until the water is flushed and only steam comes out. Then close the valve for a moment before continuing your steaming. As for how long it's taking, five minutes is certainly wrong. First I would ask about the milk temperature. Is the milk getting hot but not producing foam? That would indicate a problem with technique. If the milk isn't getting hot then you have a problem with your machine. If it is the machine causing the problem, you first need to flush the machine (unless it is new, then proceed directly to calling tech support) and clean the wand to be sure the system itself isn't restricted by calcium buildup. If the problem persist, then it is time to call tech support.
If the milk is getting hot, and just not producing foam, you should look at technique. The easiest way to do that is watch as many of the videos on the Whole Latte Love Youtube channel, as you have time for.