Thanks to everyone for your opinion(s)
In fact, I just wanted the same IDE for Linux and Windows. I used VS a long time ago when no .Net things existed. I'm using C::B today, but I thought it was worse than Eclipse, especially (As I said above) with completion, refactoring, and SVN sourcing at least.
Thus, I tried Eclipse which is good for me. But as I said, I got some problems with it to compile SFML libs and/or to debug a simple C++ program.
Finally, I think I'm gonna use C::B and maybe update my version.
By the way, I can continue to try Eclipse to compile SFML at least if someone is interested :?: