Hello Gillaume,
I can't be much help with the MAX hang, but on the issue of how to use real-time from CVI, you can read this
post where I've listed the first few basic steps.
In all likelihood, you're seeing that error when you run the "Copy Support Files" utility (which by the way, you don't really need to use for a basic example like FileIORT.prj) because you haven't yet installed the CVI run-time on your RTOS. That's something you need to do in MAX before you can run a CVI program on the RT target.
We've received the feedack before that this type of "Getting started with CVI RT" information has been hard to find in the CVI online help. We're working on improving the real-time documentation for the next version.
Luis