Solution on Ubuntu 13.10 & 14.04

from this source, note that this solution is simpler than on 12.04

1. Download the firmware

$ cd /lib/firmware/

$ sudo wget http://xgazza.altervista.org/Linux/DVB/dvb-usb-af9035-01.fw

$ sudo wget http://xgazza.altervista.org/Linux/DVB/dvb-usb-af9035-02.fw

2. Install the needed application

$ sudo apt-get install git

$ sudo apt-get install  libproc-processtable-perl

3. Install the latest v4l-dvb

from the wiki How to Obtain, Build and Install V4L-DVB Device Drivers:

$ git clone --depth=1 git://linuxtv.org/media_build.git

$ cd media_build 

$ ./build

4. Reboot

$ sudo reboot

5. Check if device is properly installed

see below