This is really a very nice ip that you'll thank me after. Nobody knows about this place. Ask in the Turism Office for more details or just go to the after of Eugenio de Almeida building (same building just follow the road towards the museum and temple square, first door on the left after the Fundaçao Eugenio de Almeida's main entrance). The door is closed so you have to ring and say that you come for the paintings. Just say "pinturas".
People say this house belonged to the Discoverer Vasco da Gama.