Soizic,
You created a collection in a catalog. Then you tried to add an image to that collection, but the image that you're trying to add to that collection does not exist in that collection's catalog, it belongs to another catalog. In order for an image to be added to a collection, it must exist in the catalog that that collection was created in.
This can occur when you have multiple catalogs, with more than one selected to search, and you perform a search which results in images from more than one catalog being displayed. Some of the images in that search may be from the catalog that owns the collection you created and some of the images may exist in another one of the catalogs.
-Kirk
