Here is how you do it:

• First, with you device (iPhone or iPod) go to bit.ly/eduroam_ualg (my UAlg’s student homepage). You have got to do this with your 3G connection, or other WiFi network.
• Download the eduroam_UAlg.mobileconfig file to your device
• A dialog will appear, asking to install a new profile. Click Install and after that,  Install Now (it will say that this procedure will change setting on your device)
• Once the new profile is installed and verified, a new dialog asking for your username, will appear. Input your UAlg’s credentials (normally it is your e-mail, in the form of aXXXXX@ualg.pt), and then click Next
• The next dialog will say in green Verified, you just have to click Done
• Once you are inside the campus, go to your WiFi Networks in system preferences, and click on the eduroam access point, that now shows up.
• Your e-mail should now show up, and you should insert your password.
• When joining for the first time, you have to accept the certificate, by clicking the Accept button.
• After this, you can start surfing! No need to configure proxy settings!

I hope this helps everyone to stay connected without problems. If you are having difficulty with some of the steps, leave a comment, and I will be happy to help you sorting this out. Also, if it keeps asking for the password, tell me. I think I solved this problem, but you never know….

Here are the steps necessary, this time, with some screenshots: