Installing the IT9135 DVB dongle (Zolid Mini DVB-T Stick) on Ubuntu 14.04

I was trying to install my DVB dongle (ITE IT9135) in Ubuntu 14.04.

lsusb returns:

Integrated Technology Express, Inc. Zolid Mini DVB-T Stick

I finally did it by installing dvb-usb-it9135-01.fw and dvb-usb-it9135-02.fw in /lib/firmware/ and (re)connect the dongle. 
Normally the red led will briefly turn on.

You can get the two files by simply running:

wget https://raw.github.com/torvalds/linux/master/Documentation/dvb/get_dvb_firmware
perl get_dvb_firmware it9135

 You will obtain two zip files that you need to extract in /lib/firmware/.

That's it.