Thanks for the video AbnRanger. The "Store Alpha Channel" is very useful !
The question about the .3b file was a different question, sorry.
For the render result, I do everything like in the video. The thing is, I can save my renders, but on this screen (screenshot under), if I change the name or where the file is saved, 3DC freeze. I HAVE to save the file with the name by default (Untitled), in the folder by default (Home>3DcoatV45). It's also freeze if I click on "cancel". After that, if I try to force quit 3DC, my OS freeze.
It's not a big deal, I just have to take the file, rename it, and move it to the folder where I keep my renders. But I guess it's not the way it's suppose to work.