I turned off everything except anti-virus and still the same...
And this is a fresh 1 day old installation of Windows Xp, with drivers only, Hp stuff for my laptop and some other "normal" like Mozilla FF and TB, Foobar2000, TotalCommander.
Like I said, under Windows 7 on the same machine with the same drivers and other stuff, mail shield working fine, here not.
I give up.
Thank for your help.