Ok ! That's it
I had only old version of Windows Media Player installed : 6.4 (default player with Win 2k)
I have WinXP but I HATE Windows Media Player lol
!! VLC RuLeZ !!
I've installed Windows Media Player 9 and it's allright now.
I know that only few people doesn't have Windows Media Player installed. And playing sound is a minor feature which doesn't justify to spend time in his development.
It's just a little "regrettable" that your wonderfull software depends on such "shitty" Microsoft's Product
Thank you very much for your help and your fast answer !!