What i\'ve done:
Enabled authentication in /etc/mongod.conf :
auth = true
Created the first user from
Problem solved: apparenty it was caused by a problem/bug in the PHP mongo driver version 1.4
I've upgraded the driver to version 1.6 with:
pecl upgrade mongo
and now the authentication works.
I've had the same problem, in my case I've installed mongo using apt-get
apt-get install php5-mongo
And seems that Ubuntu repositories has still the version 1.4 and hasn't updated the package yet. If you want to install mongo on Ubuntu you should use the pecl option
pecl install mongo
Never use apt-get for installing mongo for php.