Hello and thanks for your reply.
Nick_Pyner:
Have you succeeded in sending any AT commands? It is not really necessary to display confirmation from bluetooth. I never do.
Yes I did. I can send AT+NAMEMyName, the bluetooth module take the name "MyName". So AT commands works.
I'm using a HC-06 module. (Link: http://www.ebay.fr/itm/5116-Module-Bluetooth-HC-06-pour-Arduino-Emetteur-Recepteur-RF-4-Pin/191816827678?hash=item2ca92c831e:g:wcEAAOSwdGFYnYtv ).
The main problem is that the bluetooth module don't send anything, but can received...
That is very weird...
Solved this: I'm on Mega, and...
Refer to this: https://www.arduino.cc/en/Reference/SoftwareSerial
"Not all pins on the Mega and Mega 2560 support change interrupts, so only the following can be used for RX: 10, 11, 12, 13, 14, 15, 50, 51, 52, 53, A8 (62), A9 (63), A10 (64), A11 (65), A12 (66), A13 (67), A14 (68), A15 (69)."