I tried again with vwdial, it doesn't work.
I used the following vwdial.conf:
Init1 = ATZ
Init2 = ATQ0 V1 E1 S0=0 &C1 &D2 +FCLASS=0
Init3 = AT+CGDCONT=1,"","web.omnitel.it"
Modem Type = USB Modem
Baud = 460800
New PPPD = yes
Modem = /dev/ttyUSB0
ISDN = 0
Phone = *99***1#
Password = none
Username = none
Stupid Mode = on
Actually I can't understand the reason to have a "phone" field as I don't have any number to dial in Windows Vista.
Anyway, wvdial says
--> Disconnecting at Thu Aug 21 20:02:24 2008
--> The PPP daemon has died: A modem hung up the phone (exit code = 16)
You find attached the /var/log/messages and the output from vwdial (log.txt).