Thanks for your reply !
I finally could convince the client to install a second BES (that was part of the migration project) with a temporary SRP ID, and I installed it in 4.0.4 hotfix 3 with a local MSDE database.
Once it was up and running, I simply moved the DB to a SQL server. So my client has now a patched BES running with a remote SQL database.
My client will move all users from the first BES to the second (unfortunately, 2 enterprise activations will be needed : one for the first move between BESs, one when I'll put the regular SRP ID on the second BES).
But the client is OK for that.
anyway, even if my problem is solved, could anyone tell me what could be the reason why I couldn't patch this database ?