I have found out for my LG VX 3100 (tri-mode phone), that I need to use the dial type (tone or pulse). So, instead of ATD, ATDT or ATDP is needed. It works like a charm.
In Linux 2.6, only pl2303 module is needed (my data cable is a Prolific 2303 USB data adapter). My device that I use is /dev/ttyUSB0 (or /dev/tty/USB0 for those still using devfs).