Ciao to everybody, just want you to know that today I finally made my EM406, ArduIMU and Ardupilot work together with a simple trick. From http://seniord.ece.iastate.edu/dec0803/manuals/EM-406%20Product_Guide1.pdf we see that the output baud rate of the infamous EM406 is 4800 bps. Adjusting the code for arduIMU, ardupilot to work at 4800 everything works very fast, ever without the "first time" GPS locking procedure. All right.
The only problem is that one might desire a higher than 4800 output rate. Argh, I am a very newbie to arduino and I am still searching for the solution.
So, with the help of Hopslink, I finally got it all working.
This made my arduIMU connect with the so-hatred EM406 module without using the NMEA protocol.
If you make arduPilot communicate with arduIMU @ 38400 bps you're really done. That's it.