I found solutions for my problems:
1) I use the new Portable Class Library for share my code source to all my different platform. For anyone intereting : Visual Studio Gallery - Portable Class Library for .NET, silverlight, XBOX360 et Win Phone 7
2) I prefer to build the service via the Service Reference Build-in because it create all the proxy's method "ASYNC" for my WCF "SYNC" method !
If anyone have anyway a best solution, please, tell me.
3) here is some very very good info to use StructureMap to do IoC with WCF to anyone: here
4) Finally I have to use NInject in my Silverlight project because StructureMap is not yet Compatible with Silverlight !
I'm waiting for your next book "Real World....." M. Millett ;-)
Have a nice day.