Thank you for your answers.
Since I've set SoftwareSerial at 9600 and double-check the wirings, the non-blinking LED (no satellite connection) is a problem of mine. I just don't understand why via u-center it established connection and with Arduino don't.
I've tried by the time all codes I've find in both interier and exterier enviroment.
Does the module establish the connection automaticly when powered?