After having configured my server, I choosed to install sendmail for sending only local emails (root, users, etc) to mapped one using aliases.
I didn't succeed.
Moreover, the sendmail.mc/cf file is just ... horrible !
dnl for a comment ?! Seriously guys?
So I decided to switch to Postfix, and after that, things went well, really well, and most importantly, very smooth.
So here's how I did.