Thank you all,
I saw there was two different updates, the one for US customers, the other
for EU ones:
http://www.amazon.com/gp/help/custom...29700#download
Therefore I had for a second the idea to transform the US reader into an EU one, but the SIM card is different.
Anyway, from the 3G coverage map the Kindle US should work properly also in
Europe, so maybe my choice to buy the US version was not completely wrong... (altough at the moment I live mostly in Italy)
In any case I will update using the file B006.bin (US)...