Hi Olivier, see here for some info on setting up loop selection:
http://moi3d.com/forum/index.php?webtag=MOI&msg=4679.5

You need to set up a keyboard shortcut with the script shown in the above message in it.

Then you set up an edge selection and push the shortcut key to do the loop selection.

If an edge belongs to one surface only you can select just one edge as the seed for the loop selection. For edges that are joined between 2 surfaces, select 2 adjacent edges of the boundary you want to target then trigger the loop selection. I think there are some demo videos on the links in the above message as well.

You can also select all edges of an object by selecting one edge and then doing Ctrl+A.

EDIT: Max beat me to it!

- Michael