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I've just tried CDex, which seems quite good and efficient but everybody [...] tells me to go for EAC for "security reasons".
Hehe

If you use CDex in Paranoia Mode, it does roughly the same job as EAC. It depends on your CD-ROM drive which one really does the better job. (Read
this thread, and you'll see what I mean.)
I prefer EAC myself, because it gives you more detailed information on the ripping status, because it reads images with CUE sheets, because the integrated wave editor is very useful, because you can configure just about anything, and because of the (IMHO) better GUI.
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The Lame encoder part requires some changes in the included command line, because it doesn't work with Lame 3.92. The result was uncompressed .wav.
That shouldn't happen, perhaps some settings were incorrect.
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I've just updated the command line whith smthg like -b 192 --alt-preset cbr 192. By the way, with this line what's the use of "bit rate" just below ?
Specifying "-b 192" is unnecessary.
I used to think that the "bit rate" option has no effect whatsoever when using LAME. It appears, though, that at least with ABR (dunno about CBR and VBR) that option influences the "minimum bitrate" setting.
For that reason, I would use the "user defined encoder" setting, as the bitrate selector then *really* has no effect unless you specify a variable for it in the "command line" field. Use the command line "--alt-preset cbr 192 %s %d", and you'll be fine. (The %s/%d are variables for input and output file.)
HTH,
Dominic