From the Bookeen I received this link to download a few dictionaries directly in the Cybook Odyssey.
They write:
1. make sure that the firmware of your Cybook Odyssey is version 1.4.1485 or later
2. open the browser
3. tap the address bar
4. enter
http://176.31.234.27/dic
5. download the dictionary(ies) of your choice