The first thing I did is finally understand how to implement multiple XPCOM interfaces in one Javascript class.
I finally found the answer in mozillaZine : it's needed to implement the nsISupports interface wich simply says wich interfaces your class implements.... and yes, it works good ! So now, my prototype has a *beautiful* progress meter to show the advancement of the download.

At the end of the day I met one of the mentor of the WinLibre organization who works under Linux, so he tried to make my prototype work on this machine, with quite some modification after he leaves, the prototype (so will be the final application) is now fully cross-platform (at least Windows/Linux, maybe I should see with solydzajs for the Mac part). I said "fully cross-platform", but as the application only download Windows installer, on Linux they can't be run, but all the other parts works fine, that's great ! :)

One day lost on a "known bug and limitation", grrr !
http://developer.mozilla.org/en/docs/E4X says "E4X doesn't support parsing XML declaration (<?xml version=...?>)", why didn't I noticed it ??!
Ok, I'm not the only one to blame I think... Why the hell does javascript report the "xml is a reserved identifier" when you *forget* (is the XML still valid without this declaration ?) to remove this declaration and how does it want you to know where it came from !?
It remembered the lack of error reporting of RDF, but thanks to my last re-reading of the docs, I finally find the answer, hurrah !