Answering DPLB's PM : there's a message from the forum telling me I can't send PM's.
So I will post my log here as soon as I come back from work.
EDIT :
Here is the app.log
INFO: FF7/FF8 OpenGL driver version 0.7.11b
INFO: Auto-detected version: FF8 1.2 US English
INFO: NVIDIA Corporation GeForce GTX 660/PCIe/SSE2 4.3.0
INFO: OpenGL 2.0 support detected
INFO: Found swap_control extension
INFO: Max texture size: 16384x16384
INFO: Number of texture units: 4
INFO: Original resolution 640x480, window size 640x480, output resolution 640x480, internal resolution 640x480
INFO: Shader limits: varying 124, vert uniform 4096, frag uniform 2048
MATRIX INITIALIZE
INITIALIZING SOUND...
initializing direct sound
EAXDirectSoundCreate
creating primary buffer
initializing audio data
OK
initializing streaming
SOUND INITIALIZED
DIRECT MUSIC - Enumerating Ports...
PORT 0: Microsoft MIDI Mapper [Émulé]
GUID={0xd70853ae,0x7ca9,0x4425,0x9f,0xd4,0xf8,0x3f,0x8f,0x0,0x6d,0x6a}
PORT 1: Microsoft GS Wavetable Synth [Émulé]
GUID={0x29813ec9,0x1787,0x4bbf,0xbd,0x98,0xa3,0x1f,0xe3,0x32,0x40,0x20}
PORT 2: Track16 [Émulé]
GUID={0xa082f2f8,0x72f,0x498d,0x92,0x8b,0x85,0x2,0x8f,0xcc,0x9,0x6b}
PORT 3: Track16 [Émulé]
GUID={0x9a1eb34f,0x6bbd,0x4b80,0xad,0xd9,0xc7,0x86,0x8f,0xf7,0xf6,0x95}
PORT 4: Microsoft Synthesizer
GUID={0x58c2b4d0,0x46e7,0x11d1,0x89,0xac,0x0,0xa0,0xc9,0x5,0x41,0x29}
Creating Port1...
Microsoft Synthesizer
Port1 supports XG data
BinkClose
ERROR: COULD NOT OPEN FILE c:\ff8\data\eng\menu\sysfnt.TEX
ERROR: COULD NOT LOAD TEXTURE DATA FILE c:\ff8\data\eng\menu\sysfnt.TEX
ERROR: COULD NOT LOAD TEXTURE DATA FILE c:\ff8\data\eng\menu\sysfnt.tim
ERROR: unhandled exception
There seems to be a path not configured properly somewhere, because nothing will be found on c:\ff8
I've tried all the steps again, and this bug already shows up on step 3, after installing Aali's drivers.
I still can't send private message, sorry!