Finally, I got it! Tiny core patched real time (RTAI) works well.
I had trials with many kernel config options and figures obtained for latency are pretty good, compared with these published on CNC site and these obtained with knoppix RTAI live CD (may be better).
I tested it on 5 box and 2 laptops (most of it saved from waste, I'm not so rich), UP or SMP, with or without local APIC, "recent" or very old ones.
I had a dream ... Tiny Core seams to be such a good candidate for building a live CD useful for DIY electronics : RT features (thanks RTAI) + tiny C Compiler, (+ may be CNC package) = very light package, quick busy or quick installed and efficient.
If of some interest for somebody , I can join my kernel and RTAI config files.