In dotclear's configuration panel, I used as Blog URL:

/blog/index.php

which is a generic address, compared to

/dotclear/index.php

I also used a http redirect from

/blog/

to

/dotclear/

The reason why I did this is that I might change my blog software someday. Then I would not be forced to delete dotclear right away, I would only have to change the redirection's target and that would not break potential links to this blog. This was working well, for instance the link to this post was

http://masebu.free.fr/blog/index.php?2005/10/14/10-comments

and was redirected to

 http://masebu.free.fr/dotclear/index.php?2005/10/14/10-comments

Though this obviously didn't work for comments. It might get better if I also use

/blog

as Application Location instead of

/dotclear

I might test this... one of these days...