I finally found out how to solve this problem. I added the following binding in *ensime_2.10.0-0.9.8.9/elisp/ensime-search.el* :
(define-key map (kbd "RET") 'ensime-search-choose-current-result)
in the definition of function ensime-search-mode-map.
PS: as mentionned by Iqbal Ansari, it is better to add the binding in the init file :
(define-key ensime-search-mode-map (kbd "RET") 'ensime-search-choose-current-result)