Ok, i've looked at http://svn.python.org/projects/python/branches/release31-maint/ and i found an interesting «readme» talking about a «pyconfig.h» file.
In http://svn.python.org/projects/python/branches/release31-maint/PC/pyconfig.h at line 82-83, there is the solution of my problem:
#ifndef PYTHONPATH
# define PYTHONPATH L".\\DLLs;.\\lib;.\\lib\\plat-win"
I think if i change the value of the «PYTHONPATH» define, i'll get a python interpreter seeking his files in a relative directory, so I'll just have to build it both for GNU/Linux and Window, and to put the both executables on a pen-drive, then i'll get a portable Python environment !
I'm trying this, and I'll keep you posted ...
EDIT: Finally, it works !
I've built Python like this:
make PYTHONPATH=../lib:../Lib:./lib:./Lib
... and now Python seeks the modules in `../lib' !
I will build it both for GNU/Linux and Windows, and i'll put it on an USB pen-drive, like this:
/mnt/key/
├── AUTORUN.INF
├── Lib
│ ├── os.py
│ ├── sys.py
│ ├── ...
│ └── (Here i'll put the Python Standard Library)
├── Linux
│ └── python
└── Windows
├── python.exe
└── pythonw.exe
Thanks all