Hello me again,
After reinstalling MAMP and WordPress again, restarting the computer, I still have the same problem with the dashboard.
Mamp is fine, it let me create a db for WordPress, and I name the db accordingly in wp-config.php.
Funny thing is, I installed Joomla for a test, and there, no problem: front and back sites are both working et displaying fine locally.
Could there be a problem with the package I downloaded (wordpress-3.4.1-fr_FR.zip and wordpress-3.4.1.zip) ??? Anyone is experiencing this at all ?