Finally I tried to reset the Plug using the installer (have a look at the wiki). Afterwards I tried the whole routine as described by Martin Michlmayr and suprisingly that worked out.Same here on by brand new eSata SheevaPlug arrived yesterday from NewIT, nothing on the USB port after having installed Debian.
Thanks for the tip StarFishes, the reset with the Installer 1.0 + new install on the SD card solved the problem ; my HF2-SU2S2 4 bays enclosure is currently connected to USB port and the new RAID5 volume on the 4x 1.5TB disks is currently in "rebuild" mode (seems it will take around 40 hours).
I now have to find an updated kernel with eSata PM support (noticed in this forum that someone has one), learn how to do it, and I should be able to switch from USB to eSata.
Thanks again StarFishes.