Assuming MySQL (if not, retag your question)
Use the MySQL STR_TO_DATE function to put the '2010/06/03' to a DATETIME value.
SELECT FE_CLIENT.*
FROM FE_CLIENT
WHERE D_DATFINPUBLI < STR_TO_DATE('2010/06/03','%Y/%m,%d');
Do the same thing for D_DATFINPUBLI
if it's not already a DATETIME format.
EDIT:
SELECT STR_TO_DATE( D_DATFINPUBLI, '%d/%m/%Y %h:%i' ) DD, FE_CLIENT . *
FROM FE_CLIENT
WHERE STR_TO_DATE( D_DATFINPUBLI, '%d/%m/%Y %h:%i' ) < STR_TO_DATE( '04/06/2010', '%d/%m/%Y' )
AND D_CDSTATUPUBLI <> 'EXP'
ORDER BY D_NIDPUBLI