Ubuntu 10.04 (Lucid Lynx)

This version is worst than the previous one: now the modem is not detected at all!

I filled a new bug report on Launchpad:

https://bugs.launchpad.net/ubuntu/+source/modemmanager/+bug/576599

In the meanwhile, Peteris Krisjanis (from the Gnome Network Manager) suggested that I should add a line "option" to /etc/modules. This file now looks like:

# /etc/modules: kernel modules to load at boot time.
#
# This file contains the names of kernel modules that should be loaded
# at boot time, one per line. Lines beginning with "#" are ignored.

lp
sbp2
option

Unfortunately, it worked only a couple of times, then I fell back in my nightmare. A PC without an internet connection

is like a bird without wings
Or a bell that never rings
such a sad and useless thing

["A world without heroes", Kiss]

At this point I decided it was time to play the "Windows 95" game (as suggested by joe12 on Ubuntugeek.com): reinstall everything from scratch.

It worked: now I can connect to the internet without any problem.