Solution : https://service.sap.com/sap/support/notes/81069 (SAP Service marketplace login required)
Key words : 
view -> internet options -> advanced -> security deactivate security checkbox, view -> internet options -> security -> internet custom level menu, de tool -> internet options -> security -> trusted site, tool -> internet options -> secutiry -> trusted site, view -> internet options -> security -> settings prompt, download signed activex controls, sap service marketplace functions, internet explorer menu, edit -> preferences -> advanced, microsoft internet explorer >= 5
Related Notes : 
       
| 925690 | Standard Ordering Procedures for SAP Software | 
| 760865 | No 'Log off' button in SAP Service Marketplace | 
| 598860 | Browsers supported by BSP | 
| 519053 | SAP Service Marketplace access with https | 
| 495500 | SAP Catalogs/Shops (collective Note) | 
| 444042 | Empty user certificate list during logon to SMP with IE | 
| 441972 | Error with Netscape: "No user certificate" | 
| 422409 | Access to SAP Service Marketplace (Collective Note) | 
| 416917 | Multiple Password-Prompts while logon | 
| 392696 | R/3 Tax Interface Configuration Guide | 
| 330793 | Downloading patches | 
| 83458 | @19@OCS Info: Patch download from SAP Service Marketplace |