Finally, after several minutes (Linux software is getting better) I made it work. I bought a Huawei modem USB a few days ago, and the phone company who sold it to me only supports Windows and Mac systems.

After a while and thanks to a great tutorial, the connection was performed; this is the article I used: http://www.techonia.com/install-huawei-usb-modem-slackware

Note: You have to set manually your DNS nameservers and the default gateway route, that's it.