Hi Jean-Luc
I just checked the "Coppermine" settings and discovered the option "Users can have private albums" was not enabled.
This is a mystery to me since I know I fixed it over a week ago when David told me he couldn't create an album. For some reason it had defaulted back to the earlier setting. Maybe it backed up after a server outage to an earlier version saved in the database.
Sorry I didn't spot this sooner.
After you've logged in you should see a small grey button called
Create/order my albums just above the Category section. Click this to open the "Album Manager" page. Click "New" and then type the name of your album in the white screen. I think the rest is fairly self-explanatory, but if you need further help, please let me know.