Update: this page template I've copied is not the index.php file. I use another page template for the blog.
I have 3 main sessions on the site, each one should display only the posts related to a certain category. So, I've used a script to "filter" the posts, before the loop starts.
<?php query_posts("cat=-25,-35"); ?>
I've tested removing this line, and renaming the template file as index.php (also removing the first lines of the page, where I define the template name). The "previous / next entries" worked fine.
So, I assume there is a conflict between this query I'm doing not to show the posts of some categories, and the feature for creating the pages after I reach the limit os posts per page defined in the "Options" panel of the admin area.
I really need to have these 3 sessions, and to exclude some posts from the list on each page, according to the category they belong. But seems that the "next/previous" have some difficulties to understand me! :-)
Anythoughts on how I could fix this?