Hi Arnaud. Everyone has their own favourite methods for repainting. There is no right or wrong way of doing it. These tutes should give you the basic idea.
http://www.aluminumcloud.com/skinning.htm
http://www.simviation.com/gryphon/tutorials/p38tex.htm

You might have some texture conflicts with aircraft configured with multiple-textures in CFS2. This was not overcome until FS2002 was released. The best method is to configure each repaint as a completely separate aircraft. This involves renaming the repainted textures & hex-editing the MDL file to recognise them.