Many tests done and the system behavior is very bad when network manager and modem manager running, after ejecting the created CDROM. Partially freeze on terminal, cannot open a new terminal or complete freeze of the system. I can understand 'no connection' but 'loosing' the system is a real 'bug'.

After a clean install of Ubuntu 9.10 Alpha 4 my best way to connect with ZTE MF636 modem:

0- boot without the modem, wait for the system to load
1- stop network manager
2- check that wvdial is not running (no process)
3- find process number of modem-manager
4- kill modem-manager
5- attach modem
6- check lsusb: 19d2:2000 (CDROM)
7- wait and eject CDROM created (sr0)
8- check again lsusb: 19d2:0031 (modem) 
9- check creation of /dev/ttyUSB0-1-2
a- connect using wvdial and port /dev/ttyUSB2
b- checked that the connection done: valid IP, DNS

******* code

g@KKa4:~$ sudo /etc/init.d/NetworkManager stop
[sudo] password for g: 
 * Stopping network connection manager NetworkManager                    [ OK ] 
g@KKa4:~$ ps -A | grep wvdial
g@KKa4:~$ ps -A | grep modem
 1494 ?        00:00:00 modem-manager
g@KKa4:~$ sudo kill 1494
g@KKa4:~$ ps -A | grep modem
g@KKa4:~$ lsusb
Bus 002 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
Bus 004 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
Bus 003 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
Bus 001 Device 004: ID 19d2:2000 ONDA Communication S.p.A. 
Bus 001 Device 003: ID 04f2:b071 Chicony Electronics Co., Ltd 2.0M UVC WebCam / CNF7129
Bus 001 Device 001: ID 1d6b:0002 Linux Foundation 2.0 root hub
Bus 005 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
g@KKa4:~$ sudo eject sr0
g@KKa4:~$ lsusb
Bus 002 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
Bus 004 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
Bus 003 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
Bus 001 Device 005: ID 19d2:0031 ONDA Communication S.p.A. 
Bus 001 Device 003: ID 04f2:b071 Chicony Electronics Co., Ltd 2.0M UVC WebCam / CNF7129
Bus 001 Device 001: ID 1d6b:0002 Linux Foundation 2.0 root hub
Bus 005 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
g@KKa4:~$ dmesg | grep ttyUSB
[  224.005998] usb 1-2: GSM modem (1-port) converter now attached to ttyUSB0
[  224.008440] usb 1-2: GSM modem (1-port) converter now attached to ttyUSB1
[  224.009049] usb 1-2: GSM modem (1-port) converter now attached to ttyUSB2
g@KKa4:~$ sudo wvdial 2
--> WvDial: Internet dialer version 1.60
--> Cannot get information for serial port.
--> Initializing modem.
--> Sending: ATZ
ATZ
OK
--> Sending: AT&F
AT&F
OK
--> Sending: AT+CGDCONT=1,"IP","gint.b-online.gr"
AT+CGDCONT=1,"IP","gint.b-online.gr"
OK
--> Modem initialized.
--> Sending: ATDT*99***1#
--> Waiting for carrier.
CONNECT
--> Carrier detected.  Starting PPP immediately.
--> Starting pppd at Fri Aug 14 14:58:32 2009
--> Pid of pppd: 2420
--> Using interface ppp0
--> local  IP address 212.152.101.199
--> remote IP address 10.64.64.64
--> primary   DNS address 212.152.70.6
--> secondary DNS address 212.152.70.7

******* /code

Trying to get debug log from modem manager all system got frozen (totally).
I am still in progress to find a way to get this log.

Regards,
George