Thank you very much for your answers.
I contacted Sony : when I had my error message there was a link which lead to a page where I submited my problem.
I had no answer until now.
The message I got was (sorry it's in french : "erreur stream contactez Sony") which can be translated by "error stream please contact Sony".
I downloaded the laster caliber software (there was a recent update), disconnected and reconnected the PRST-T1 several times and finally it works (I give up the Sony software) !!!
I don't know why it was not working before and why it works now, but it works.
Here is one the book (french translation from Arthur Conan Doyle's novels) I tried to transfer :
http://fr.feedbooks.com/book/5190
I guess there was no DRM on it.
Now I can read it.
So if anyone encounter the same problem here is my solution : use the calibre software, plug and unplug several times your reader to your computer, and it will probably works.