Where can I buy big quantity of the same block? I have a decoration project and for that I need almost 10.000 2x4 blocks (same color or not according what I would find).

Do you know how/where I can buy such a quantity ?

News  or 2d hand... I do not mind :)

I got on BrickLink, but I did not find it very easy to use.
If you want specific quantities of specific parts your only two real choices are BrickLink or Lego.com's Pick-A-Brick.

Searching for any color of 2x4 brick in quantities of at least 10,000 on Bricklink you can start from the following URL: http://www.bricklink.com/search.asp?pg=1&amp;itemID=264&amp;sz=50&amp;searchSort=P

You'll then need to click the "Show More Filter Options" link and put "10000" into the "Min Qty" field and then click the "Go" button. You'll probably see the same result I did, which is that the only sellers who have that kind of stock are in Europe, which might not be an issue for you, at a minimum price of ~$0.13USD.

Checking Pick-A-Brick (http://shop.lego.com/en-US/Pick-A-Brick-ByTheme) the price per part direct from LEGO for the 2x4 in most colors is currently $0.30USD.

Those really are pretty much the two simplest options. However, for a quantity like that you might want to consider contacting some of the larger BrickLink sellers directly. They can often be very helpful when trying to run down this kind of an order since BL requires that they list their inventory by color, but they may be able to do a quick calculation to determine if they have enough on-hand from the various colors to be able to make a bulk deal and maybe, if you're lucky, maybe even get a deal on it.