Here is the trick.
On Ubuntu 9.04, when you copy a file on a NTFS partition with compression activated, the file is copied/created but not compressed (you can see that by the fact that the filename is black instead of blue when you open the directory on Windows).
So, I was thinking that since some of the file are compressed maybe Ubuntu cannot write inside these these files through its usual uncompressed method.
The solution would be to make a copy and then add the data, but I don't think that aMule use this trick.