I have resolved the bug, that is the solution. When I use EasyPHP, I think the apache user (deamon) run with privilege of user account used, and as my session is admin, the cgi programme work because apache user can see the DSN ODBC.

When I use apache separately, CGI doesn't work because the user apache have not the same privilege and I don't know why.
Then, To change it, I have opened the services (Right click on Computer folder => gestion => services ). I found apache 2 service => connexion => I deselect account local user and select this account ( I have choosing an administrator account), apply and restart the apache service. Now, the cgi script work well, I hope it will help another people.

Thank you for your helps,

Best Regards,

djibel