I solved the issue. This was quite easy :
1. Install ffmpeg and set "ffmpeg" as a environment variable
2. Run the following command in Pyton 2.7 :
from subprocess import call
r=call('ffmpeg -i "test.mp3" -acodec pcm_u8 -ar 22050 "test.wav"',shell=True)
3. Then you can easily load the output fiel (wav) by librosa module:
import librosa
y, sr = librosa.load("test.wav")
However, I get a strange warning when importing librosa :
C:\Anaconda\lib\site-packages\librosa\core\audio.py:33: UserWarning: Could not import scikits.samplerate. Falling back to scipy.signal
warnings.warn('Could not import scikits.samplerate. '
I don't know how to block the display of this warning.
Cheers