UPDATE: issue solved, see below details.
Sorry that I'm posting my question here and not in the CWM thread, I tried but the XDA won't allow me to add a reply in the tread (see picture).
I can't get into recovery mode.
I flashed recovery-clockwork-126.96.36.199-ancora.tar.md5 using Odin 4.44, the flash passed.
When the phone is off, I press power+vol up+hone - I get a loop with Samsung logo, it shows for a second, disappears for 3-4 seconds and appears again.
Once I release the buttons, the phone will boot to the ROM (2.3.6).
I believe the CWM is installed. When I do factory reset via the phone menu (menu-->Privacy-->Factory data reset) the phones shows the recovery. See pictures.
How can I access the recovery?
I want to try the CM9 ROM.
Never mind, I have solved my issue (it took quite a time).
1. Turn off the device.
2. Press Power+vol up+home
3. Once Samsung logo shows on the screen - release ONLY the power button (continue pressing vol up + home).
4. U R done.