After my Wifi access problem, earlier in the day, I faced another little problem when I wanted to save a document from Office Word 2010 into a SharePoint 2010 document library :
(click for a larger view)
Apparently, this is not an error displayed only in this situation and it seems occuring independantly from the Office version or even the SharePoint version. In fact, it is also related to the way Windows Server 2008 R2 works locally. Remember, I am using my server as a workstation.
The only thing that has to be done is to add the "Desktop Experience" feature and it will work well.
Notice also that before installing this feature, I was also unable to create a "New Document" from a document library, the template was simply not downloaded to the Office client. This also has been fixed by the "Desktop Experience" feature