Hi, I succeeded solving this problem after a long search.
Firstly, I tried to clear the Infopath cache without success, then I tried also to change the browser security without success either. I also installed differents patch downloaded on the microsoft site.
Finally, this is the solution that solved my problem.
On the client computer, I executed this procedure :
1. Install KB979376 (not necessary if KB979441 is already installed)
2. Do a backup of the registry
3. In the registry, open the key : HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Common\Internet\Server Cache
4. Delete all the entries from the sharepoint server in Server Cache
5. Modify the access rights, so that the key Server Cache will be in read only for the users.