martincheung;
This procedure has worked pretty flawlessly for me over the years, and it details how to configure the modem for console port access:
http://tinyurl.com/2628mvv
It is Document ID 12016...I could not find the document you referenced in your original post. Although I'm not sure why the Auto-Answer would not work depending on the cable you have connected. <"When dialling the modem, the modem does not auto answer when plugged into the console cable but it auto answers when plugged into the serial port of my PC."> The two sections "Step-by-Step procedure To Configure Modem" and "Alternate Procedure for USR Modem" have never failed me. Also, make sure the modem is set for no flowcontrol and that the switch is set for the same. The console port, by default, does not use flowcontrol. (How to do this is detailed in the document)
For future reference here is a document detailing how to configure and connect to the AUX port (I know switches don't have AUX ports, but it may be helpful sometime):
http://tinyurl.com/bpcus
This is Document ID 10318
Lastly, this document details how to connect a modem to a router (and other Cisco devices) as well as which port to use and why and what type of cable to use and when.
http://tinyurl.com/bwjeg
This is Document ID 17719
This is just my opinion, but in the Doc 17719, you should read the section "Console Port Issues" and understand some problems that may happen when using the console port with a modem. (Again, I know switches don't have AUX ports, but there are a few things you should be aware of when using the console port.)
Hope this helps.