Thank you very much for your answer !
Indeed, I tried from KDE Mandriva to type in Konqueror address-bar : sftp://192.168.1.2 and it worked perfectly ! I could browse my Gnome PC from my KDE PC, no problem, so your trick worked this way.
Now, from my Gnome PC, I tried it but it did not worked... There might be something to enable in the KDE PC... It shouln't have anything to see with the firewall, since it is not the internet, but the local network...
Anyway, I have reached the point where I can share files, so it is a good thing...
If you have any idea about how to enter my KDE PC from my Gnome PC, please feel free to share, and thank you again in advance !