So for what I understand now is that I cannot make another transaction before the last one have been confirmed?
If you have no other funds, no. Coins need to be confirmed if you want to send them out.
By protocol you can send unconfirmed coins and the two transactions can appear in the same block, whether the client will allow you to do this depends on the particular client (the standard client doesn't).
But blockchain.net/wallet doesn't allow me to make a transaction actually, and for what I see, the transaction just before to the same wallet is not confirmed
I suppose you mean blockchain.info. Presumably it's waiting for a confirmation or several before allowing spending, but I'm not very familiar with it.