I've uninstalled WLM, then restarted my computer, then reinstalled WLM (the one with your link) and tried to launch WLM. The Plus isn't included and I know everything is fully installed in my computer.
I've tried some different things, like uninstalled everything and reinstalled them a lot of times, try with clearing the registry keys etc...
MP!L seems to not run, when I click on Ctrl + Alt + Del, I can't see the program running.
Maybe another program that I have is the problem (I think the solution is probably here) but I don't know which one...
That is so weird...
Thanks anyway for helping !