Thanks 11Dreams ! So, if i understood well :
 
- Your " vox " track (containing vocal clips) OUT goes to " Vox Rider " Bus. (stereo vocal rider is inserted on this bus)
- The " MUSIC " bus OUT goes to the main stereo master bus labeled " Stereo Out ".
- On the " MUSIC " bus, there is a send that goes directly to the Vocal Rider PLUGIN which is inserted on the " Vox Rider " bus.
- The " Vox Rider " bus OUT goes to the main stereo master bus labeled " Stereo Out ".
 
Tell me if i'm wrong but i think using this method, the rider will ride the whole processed vocal track thus processing reverb and delay tails ?

My understanding of this is that the best way to use this plugin is to have it write the automation to your track and then go back and manually tweak the curve instead of using it in real time.

I place it in the Fx portion of the Vocal track. Does the deed for me. My Vox track Output is sent to a BUS for effects. The layout above seems pretty complex. You could send Vox Output to a Vocal Rider Bus, then send the Vocal Rider Bus to an AUX track, then record the send to the Aux (mute original vocal track). Rout the Aux Output to a Vocal Buss with effects.

Step by step instructions:
http://forum.cakewalk.com/Waves-Vocal-Rider-VST-configuration-setup-in-Sonar-m3447679.aspx
 
Video instructions:

I just use it on the track I want it on, no side-chaining or anything like that.

I tend to put it after compression, otherwise the compresser will be undoing some or all of what Vocal Rider is doing.