Thanks you all for your help... I solved it.
1) I disconnected the modem, and forced IPs... transfers were 2 minutes for 600 MB.
2) I reconnected the modem, and put the IPs back to DHCP... the transfer is still fast !!!
Conclusion: Fryke was correct: all my transfer went through the ISP provider ! (even if the two machines were on the same subnet: Rendez-Vous was operating ok). Now the machines have the same IPs as at the beginning, but the Mac to Mac transfer is fast.
Apparently the switch did not see that we could be direct.