Thanks Xenos, I have solved this problem.
Let us go for th next one now: when I want to change the resolution of the VM, which runs a Windows 2000 Professionnal edition, I have 2 possible modes (640x480, the defaut, and 800x600, both in 16 colors mode!), it does not work (if I select 800x600, I finally get the default 640x480 mode). What is surprinsing is that if I go to the configuration settings, no resolution is listed! So I trid to register a 1024x768 resolution, as explained in the guide, but, returning to Windows, I still have the 2 same modes (640x480 and 800x600) and no more possibility to select the second one. So how t proceed? Should I toggle the "enable ActiveX" options in the configuratin tool? What else?