Oops... Maybe it`s specific to 2.42. When I pressed I, I was presented with only one option: "Insert key vertices-Current frame". After confirming the requester, I see no change on the graph. Clicking it does nothing, exactly as before.

Finally, it started working after I changed the pointing mouse button from LMB [my own setting to avoid unappreciated 3D cursor moving] to the default right... and again. Maybe there was some error in my configuraion file, since it started working exactly as I fruitlessly tried before: with Ctrl-LMB [or Ctrl-RMB, depending on which *MB is used to select objects]. And, as sb adviced me on Polish Blenderownia, hitting Tab allowed me to edit Bezier coordinates on each point.

So, going fwd and let`s wait for the next troubles :P

Cheers, and have a nice day... until I present you with another hip of obstacles :P