I have proceeded a new installation of LaTeX (in a new system: Ubuntu 12.04), I was installing from tug.org. Previously I was using TeX Live installed by apititude, on Ubuntu 10.04.
I'm using Kile as editor, xdvi for dvi, Okular for pdf files.
In all my LaTeX files I was using encoding utf-8x (\usepackage[utf8x]{inputenc}). In the new installation I was getting error message from inputenc: utf-8x definition not found. I've found that utf-8x is outdated, so I've changed to utf-8 and it worked.
When I run command latex (view with xdvi) the dashes are normal. When I run pdflatex, the dashes are in bold and whole text doesn't look nice. Here is the screenshot of a part of the document:

UPDATE
</home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecbx2488.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ectt1000.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecrm0800.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecrm0600.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecrm0700.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecbx1000.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecti1000.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecrm1000.600pk> </home/mariajulia/.texmf-var/fonts/pk/ljfour/jknappen/ec/ecbx1440.600pk></usr/share/texmf-texlive/fonts/type1/public/amsfonts/cm/cmsy10.pfb>
UPDATE
I've removed whole installation and proceded a new one, this time without unchecking anything. The log file contains two
Installing [1518/2569, time/total: 02:08:52/03:24:08]: minted [360k] TLDownload::get_file: response error: 400 FTP return code 000 permanent server connection set up, but downloading did not succeed!Retrying with wget.
Installing [1519/2569, time/total: 02:09:59/03:25:50]: minutes [273k]
Second time was after active-conf [327k] package, the next one is actuarialangle [3k]
\usepackage{lmodern}to your preamble? – egreg Nov 17 '12 at 14:55