In Frame maker, here are the publish settings for PDF (distiller is not selected) :

Hi Bjorn,
Today I have tried one thing : I gone in publish panel and double clicked on "PDF", and suddenly, FM asked me to save the FM document before in order to be able to create PDF. So I saved the FM document and ... it worked !
When I tried to do File/Save as PDF, I was completely focused on the error message and I have not seen that just before the error message I had a message asking me to "save the document".
So, in a new FM document, I saved first the new FM document, then I done File/Save as PDF, and ... it worked !
Usually I use FM only to print (not for PDF). Now I know that I need to save the FM document before to save as PDF.
Thank you very much, Bjorn, for all your help !
I was wondering what was going on with Frame maker, but now I am completely reassured.