As i didn't get answer over here i also posted it on the LogonStudio newsgroup.
Very good idea i had 'cause i finally got the explanation by Laurence Parry aka the GreenReaper
I think she won't be offensed if i copy and paste it here as it may help others :
*copy ON*
Appears to be a Windows error. But, potentially fixable. See the section
starting "A bug in the standard logonui" here:
http://webpages.charter.net/joolsie/LogonScreens.htm
Basically, you will have to edit the logonui.txt file to fix this. Not
easy, but it should be possible.
--
TheGreenReaper (Laurence Parry)
http://www.greenreaper.co.uk/
*copy OFF*