Dave, Scott,
Thanks a lot for the info and advice. I didn't know of such a device until now

. The way it works makes perfectly sense, and I think I'll go for one of these things before considering a new (expensive) mic with a pop filter included. Just found a brand that seems to have a very good reputation manufacturing pop filters:
http://www.stedmancorp.com/ . Thanks again, guys

- I'll tell you, one day, what I want it for (not for vocals)

-- José.