I find a solution !
Instead of deleting nodes in BW, I tried to change the extractor to not generate the unwanted nodes.
I took ideas from this document : http://scn.sap.com/docs/DOC-11082#comment-483154
I didn't use the customizing table, I created directly the custom hierarchy.
One correction : in tables roohiecat and rohiebas, you should enter a catalog function module. I took VBIH_HIERARCHY_CATALOG_LPRH as an example.
So I copied function module VBIH_HIERARCHY_TRANSFER_LPRH to make my modifications.
I copied VBIH_HIERARCHY_CATALOG_LPRH to get my catalog for the 'CUST' hierarchy.
I used the program in the howto to generated the datasource.
And it works !