Thank you to interest you to my problem.

The temperature of the engine is not too high.
When the engine reaches its normal working temperature (the one that I always saw during all years that I used this car), the engine stops.
After one night of rest (therefore the engine is cold) the starting makes itself correctly.
I let the motor idle and as soon as the temperature goes up it coughs and stop.
The relay of the pumps fuel has been changed last year by the local MB dealer.

I don't know anymore what to do and I would like to try to find a solution by myself (with the help of the forum) before bringing the car to the local MB dealer and pay a lot for that. Of as much more that it is difficult to me to bring the car at the local dealer because my car only runs for 10 minutes and the MB dealer is too far to be there in one time!