Yes, that solved my problem, thank you very much.
In resume, after reading the replies, I did this:
1- Add -Wl,-rpath=. to Other linker options
2- Add the output directory to linker include-path
3- Add the output directory to Execution working dir in Project properties
My first try, without step 3, didn't worked, because the default value in Execution working dir(.) means project file directory, no executable output directory. :?
Now, if I remove step 1, clicking "run" in CB still launch the program and *.so files in the same directory are used as I wanted, but the app cannot be launch from Nautilus except you launch from the script. Depending how it evolve, maybe I will remove the script (It does not much anyway) and use -Wl,-rpath=..
Should I lock the topic?