I post the following lines taht may be useful to others:

they provide a small command restart : unit -> unit which will restart
your program
from scratch.

To use it just link you program with restart.cmo at first position.

I have some questions for Unix and Windows specialist: 
  - using "exit 3" is may be not the cleanest way ? 
  - will this trick or a similar one work under windows ?
  - what should I do when the process status is WSIGNALED n (at the
moment 
    I do exit 1) 

----- restart.mli ----------
val restart : unit -> 'a

----- restart.ml ----------
open Unix

let restart () = exit 3

let _ = 
  try
    while true do
      let pid = fork () in
      if pid = 0 then raise Exit else
      match waitpid [] pid with
	_, WEXITED 3 -> ()
      | _, WEXITED n -> exit n
      | _, _ -> exit 1
    done
  with Exit -> ()


-- 
Christophe Raffalli
Université de Savoie
Batiment Le Chablais, bureau 21
73376 Le Bourget-du-Lac Cedex

tél: (33) 4 79 75 81 03
fax: (33) 4 79 75 87 42
mail: Christophe.Raffalli@univ-savoie.fr
www: http://www.lama.univ-savoie.fr/~RAFFALLI