After more investigation, I found that only the words typed with the style "Luxi Serif" are not checked by the spell checked. (perhaps other style have the same problems, I didn't try all of them!).
The fact that I couldn't change the language of the spell, was just a misunderstanding of the way of openoffice.org works: You can not change "the language of the spell" in the menu "Options - Language Settings - Writing Aids", "Edit", but in "Format - Characters" you can change the language of your text.
Anyway, I don't know if the fact that some style are not checked is a bug or a feature. The Debian OpenOffice Team should make a decision about it.
-- Michaël P.
