All is in the question, we can duplicate object with SHIFT+D but also with ALT+D, which is quite handy, because as you know every changes done on a linked duplicate object will be repeated on others linked objects ("same objects").

I've used it as example to create all the UVs of a box, all at once.. But now I would like to break it, to stop it... And I don't know how to do that...

• Sorry, It seems I've FINALLY found the answer, just press "U" in edit mode, and we can stop the objects from being linked. – Azuk Jul 19 '13 at 9:43

You can press U > Unlink Object+Data. The object's "data" is the mesh itself. Multiple objects can use a single mesh, so that editing one will update the others (they're "Linked") You could also go into the Object Data tab and manually select different mesh data for the object to use:
The 2 on the right indicates that that mesh is being used by two objects. Clicking on the 2will copy that mesh and unlink that object from the old mesh, linking it to the new one (using an incremented name like Cube.001), the same result as if you'd done U > Unlink Object+Data