Seems you have misconfigured the network loopback.
Useful links:

• http://www.spigotmc.org/threads/got-conflicting-probe-from-ourselves.5390/
• http://stackoverflow.com/questions/20111195/which-ipv6-address-should-i-use-for-bonjour
• Code: http://jmdns.sourceforge.net/clover/javax/jmdns/impl/DNSRecord.html

When i type ifconfig loopback interface seem ok:

user@host:/home/user #ifconfig lo
lo Link encap:Local Loopback
inet addr:127.0.0.1 Mask:255.0.0.0
UP LOOPBACK RUNNING MTU:16436 Metric:1
RX packets:47004528 errors:0 dropped:0 overruns:0 frame:0
TX packets:47004528 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:138746413501 (129.2 GiB) TX bytes:138746413501 (129.2 GiB)

ping also work:
PING localhost (127.0.0.1) 56(84) bytes of data.
64 bytes from localhost (127.0.0.1): icmp_seq=1 ttl=64 time=0.049 ms
64 bytes from localhost (127.0.0.1): icmp_seq=2 ttl=64 time=0.124 ms

What really should be fixed?

Are there two Jenkins services running on the same machine?

I have four jenkins instances in the same machine.
Each instance run in a separated Tomcat WebServer instance.
The HTTP port are :
8080 instance1
8070 instance2
8060 instance3
8050 instance4

This is a very unusual setup in the age of virtual machines. The warning seems appropriate for most setups, and you could just ignore it.

Tempted to close as Won't Fix.

What is the appropriate setup according to you? Is it mandatory to have 1 instance by VM max?
We have constraint about our architecture.
For me, we should not get such reported message if everything is ok.

Given the fact that all platform installers only support one instance of Jenkins I'd call that the default assumption. While it's not "mandatory to have [at most] 1 instance", it's just likely to be not as well supported.

In this case, it seems to be more of a diagnostic message rather than a real problem (as you can see in the source code linked above) for the unusual situation that one service (Jenkins) is advertised multiple times from the same host.

Start Jenkins with java -Dhudson.DNSMultiCast.disabled=true ... -jar jenkins.war --httpPort=... as documented in the wiki to disable advertising the service this way. Or are you using DNS Service Discovery in some way?

I don't follow this issue anymore.