Well, I have to use MySQL 4 in production at work, and well, they is something weird about this.
To speed up copy process I create table without indexes. It really speed up copy, 6x times faster or more (5 min instead of 1h) !
Just before using in compute process, I add the indexes I need :
ALTER TABLE my_table ADD INDEX(a,b,c), ADD INDEX(a,d,e) ...
Seems ok, so now I do my request.
First weird think, MySQL don't always use the best index. Ex :