Sorry... I was a little ambiguous. I followed the advice of the last post here :
/t/7341/1
I was able to make this part work with every tag I want :
ACTION »Format value«
Field: TITLE
Format string: $caps2(%title%,'/[(. -')
But, I wasn't able to make :
ACTION »Replace with regular expression«
Field: TITLE
Regular expression: (\W)(cd)(\W)
Replace matches with: $1CD$3
[_] case-sensitive comparison
...work.
I'm using Windows 7 Home Premium.
And, I'll try your suggestion 
EDIT
...wait that was the same thing as I tried numerous time. So, the replace option doesn't work.
Tried that exactly :
Action : Replace
Regular expression : dj
Replace matches with : DJ
[X] Case sensitive
[X] Word-only