Thanks a lot, that solve my problem ! :D
For those who comes on that issue, here is how to do:
1. create static lib projects, create a DLL project, and an executable project
2. in the DLL project, go in "Build Options" -> "Linker settings"
--> do NOT add in "Link Libraries" your statics libraries (those you want to include in the DLL)
--> in "Other Link options", add:
-Wl,--whole-archive
../bin/libproj1.a
../bin/libproj2.a
-Wl,--no-whole-archive
The libraries between "-Wl,--whole-archive" and "-Wl,--no-whole-archive" are included in the DLL.
For searching these libraries, the linker do not seem to search in the paths used to include libraries with "-lmylib". But OK, that works :D
Fabien