For those interested, I didn't set it in a gateway. They are all used.
I set it in the dial plan like this:
<#9:>[x*][x*].<:@voxalot.com;usr=<tel_number>;pwd="<password>"; nat=yes>
Make sure your telephone number has no quotes and your password has quotes. For me I dial #9600 to get the echo test.
Edit: make sure that string is not longer than 64 characters. Change your password to a shorter one if it is.