I discovered I wasn't affected. In addition, I discovered that when I entered to the web page with Dolphin a popup opened asking me to select if I wanted to complete the action with Phone or with Avast phone number validator. First time I selected Phone and the code just got paste in dialer. No problem. Second time I selected Avast option and It warned me that the page was trying to use an USSD code. So I was happy with both results. Then, I think that if there is vulnerable devices, a good approach while this eternal update talk end someday with a good end, is using an antivirus in the phone. I have Avast, but I'm not sure if the other apps have the same capability in this specific case. Time to test!!.
Edit: I did the test in a Xperia Arc with ICS 4.0.3. Then I did the same test on a Galaxy ACE with GB 2.3.4 and Boom!! the vulnerability Arised. So I advised my friend to install AV App and select the AV App as default Action.