Thanks for the tips.
In fact the bug was in my french version of setup wizard, even though VB 5.0 was updated to SP3.
I've installed a newer english version of wizard (downloaded from MS site, and not intended to be used by foreign version of VB users, as noted into the article), and everything works fine...
One more time, thank you M. Gates.
The golden rule with MS products seems to be always :
"You see the nice road, where to preserve your car's wheels ? Well... just drive into the pool, among the big stones and holes, and buy tyres from my store"
(Yes, I apologize, I use MS software since 10 years, and there's nothing else but thier cheap tyres)