Thank you all very much for your help! I run the PShop CS 8.0.1 version (64/32 I don't know and wasn't able to determine that, but I think the 64bit version wouldn't work on a 32 bit system) under XP SP2 32bit and got the plugin installer from nVidia developer site.
I ran the installer and got it installed automatically as follow:
That's why I'm not sure when sober says : "install the two folders inside the plugin folder to the photoshop plugin folder".
Anyway I ended up by installing paint.NET which works, but that sounds like a defeat to me
Thank you for the W7/64bits tips that will be usefull as I'm gonna get it soon.
Thank you for the DDS Converter2 link too!