Tildes: pressing "~" then "a" results in "~a" and not "ã", as it should

The summary says it all... I have a problem with that key. I can get other combinations properly, like: á, à, ä, â... but pressing the combination "Alt gr + 4", writes the tilde "~" all of a sudden. It should wait for another input ("a", for example), and then prompt the result: "ã". Luckily my spanish keyboard has the character ñÑ on it... I guess our portuguese neighbours have the correspondant keys as well, else I don't understand how this error hasn't been reported yet!

The combination doesn't work as expected everywhere: nautilus, firefox, openoffice, unity, etc...