I finally encrypted some partitions of my hard drive. An external hard drive that I just bought (320 Mb) allowed me to back up my entire /home partition and consider encrypting it. I mainly used this tutorial, but I derived a little from it about the unlocking system : I did not want to input a password while the machine boots, I wanted it to be transparent while I log in. This how to provides more complete information, if needed.
So I will summarize here the actions to get an encrypted volume.