After installing all 4 Ubuntu VMs, then installing 10gen’s Mongodb package, then I went to restore my dump inside the replicaset. For my surprise:

root@mongo0:~# mongorestore --db my_database dump/my_database/
connected to: 127.0.0.1
terminate called after throwing an instance of 'std::runtime_error'
  what():  locale::facet::_S_create_c_locale name not valid
Aborted (core dumped)

A lot of people around says you have to edit /etc/locale.gen, then regenerate locales using locale-gen. For me it didn’t work. But as the problem comes from locales, then the solution was easy:

root@mongo0:~# env LC_ALL=en_US.UTF-8 mongorestore --db my_database dump/my_database/

That’s it.