Well, we can summarize the workarounds to keep the phone in 3.5G all the time when connected:

The workaround in Linux is as shadowjk previously said:
"ping -s 1 -q 8.8.8.8"

This can be used when the connection is made in the phone and when the phone is used as a modem for a Linux PC.

When the phone is connected as a modem to a Windows PC, the command (in the windows prompt) is:
"ping -l 1 -t 8.8.8.8"

However, although these fixes can be used as a workaround, I'd like to know why this is happening to my N900. I have made some research and tests, and I have seen that two phones (N95 8GB and 5800) with the same network provider as mine do not have any problem when switching from 3G to 3.5G in the same area as my N900. Therefore, although my N900 is working correctly in some areas (mainly small villages and rural locations), it is failing in some cities, independently of the time of the day, and where other (and older) phones work perfectly. It is clear that there is a bug in the celullar firmware of my N900 (or in the hardware) and I don't know what to do. Does anybody have a similar problem with this phone? Did Nokia ever talked about the problem?

Thanks a lot.