Thank you !
I've searched for LD_LIBRARY_PATH, and found a supposedly better method : add "-Wl,-rpath,." to the linker options, and create a bash script in the program directory (assuming "prog" is the name of the program you want to run) :
#!/bin/bash
cd `dirname $0`
./prog
The bash script is only necessary if you run "prog" outside of its own directory. Else, the linker option is sufficient.