I have found a solution, but not simple...

Even with the stable Harmattan SDK (released today or yesterday), in :
http://harmattan-dev.nokia.com/pool/harmattan/
the dependencies problem remains to install gcc/g++ to Nokia N9 with PR1.2 (on PR1.1 it was trivial, just "apt-get install build-essential").

So, I have downloaded some .debs from the Harmattan SDK :
- binutils
- libc6-dev
- libc-dev-bin
- linux-kernel-headers
- libgmp3c2
- libmpfr1ldbl
- cpp-4.4
- gcc-4.4-base
- gcc-4.4-locales
- gcc-4.4
- fixincludes
- libgcc1
- libgomp1
- libstdc++6
- libstdc++6-4.4-dev
- g++-4.4
- cpp
- gcc
- g++
- make
and installed them (in the order above) with "dpkg -i" as root. Worse, two of them, "libc6-dev" and "libstdc++6-4.4-dev" needs "dpkg -i --force-all" to install.

The Harmattan SDK gcc-4.4 folder also has debs for docs, gfortran, etc, which can be installed.

Important : the Harmattan SDK should not be enabled, i.e., the "/etc/apt/sources.list" file should be removed, then "# apt-get update" so we can use "dpkg -i" without aegis errors.

Last hint : to run ".o" object files compiled by gcc/g++, use inception & opensh.