Hello Laurent, I am the second half of the "we" mentioned in the OP
I thought I'd add a little extra information about the situation leading to this problem, so as to brainstorm together with you about possible causes, whether in SFML or outside.
In the current Win32/SFML1.6 set-up, the application always has a main window and can create additional ones. The problem with GetEvent only emerges when we have at least three windows. Then, after one of them are closed, GetEvent apparently references deallocated memory.
This makes us suspect there is a resource shared between RenderWindow (or perhaps Window?) instances, and this shared resource has been incorrectly deallocated, perhaps because of incorrect window count or something like it.
Are there any such data used by f.i. RenderWindow, Input, or any other part of SFML you might suspect have any bearing on the situation?
Further, might upgrading to SFML2 help solving this?