I answer to myself for other people who might have the same problem.
OCL constraints checking doesn't work for Papyrus 0.9.x You have to download the latest nighlty build of OCL and Papyrus.
You can download them from these repositories :
- http://download.eclipse.org/modeling/mdt/papyrus/updates/nightly/kepler/
- http://download.eclipse.org/modeling/mdt/ocl/updates/nightly
Please notice that you have to use Eclipse Kepler and not Juno.