I'm going crazy lol...
First of all, to be clear, before posting here i had 2 problems : the one described on this topic and another : samples are randomly marked as unneeded. When i say randomly it is as this : Everytime i update the binary (or create another clean profile), it choose one or two set of samples and decide one for all that it is unneeded (so ask for erasing). Then with another binary (official or compiled by myself), it will choose others samples and perhaps the firsts ones will be now accepted without problem.
It's unlikely that these samples are really unneeded as they are marked then as missing with exactly the same names inside the archive, and as far as i know, samples are only checked by their names, not their CRC.
Back to my initial problem. I rebuilded my whole MAME set. First with the 0.146 binary on the Mame site then with the 0.146u5 found on Mameworld (as the official site don't release ux binaries, there is hardly a more official binary). At the end, no more message like the one i quoted above (about CHD)
Then i tryed with my compiled latest SVN binary and the other problem came back : some of the samples are randomly erased.
I thought that was the fault of my binary, so triied to go back to the last binary i hadn't problem with but the problem stayed, even with the official MAME binary.
Of course, when i tryed to come back to the older binaries, i emptied the profile cache, i manually erased the content of the cache folder (certainly redundant but i wanted to be sure), i erased the cmp and dat file, i created a new profile (and my antivirus is disabled and i don't have any software that work on this (or other) folder).
I didn't tried to rebuild my set again, it's very long (~24h to do actual set->0.146->0.146u5) and i'm sure there must be a way to solve the problem without having to.
In a way, i'm not suprised the first problem (with CHD) disappeared as it was appearing very randomly too (on a file that had no reason to), even if it was staying forever since it appeared.
That's probably something on my side, but i can't figure what...