Tahnk you Dany, that's a great link.
However I have no problem with what's explained in the tutorial. My problem is not for managing collisions, but for collisions that are not rectangles: how to place a tile with a diagonal collision, for instance? Or even more : a curve.
I saw this guy who made a kind of parser that can take a svg file and parse it to use the vector shapes as collisions :
LevelSVG | Sapus Media
But I don't know yet if I can use this and TiledMap at the same time, plus it's quite expensive. I'd buy it if I was sure it'd help me but I was wondering how other games do, I can't find anything about it.