Your local store wouldn't let you order the books through them? Mine does, gladly. I'm not familiar with French RPG retail sites, but I've once ordered Ars Magica books from Leisure Games (on advice from someone on the forums). They unfortunately list HoH:MC as out of stock.
IF you don't mind the books as PDF, e23.com sells a lot of the books. They are in english, not french.
If you don't mind paying shipping, a lot of american stores will sell you the books as well (my local game store has taken a couple of orders from Europe and shipped them there as long as shipping was paid.).
I live in Denmark, and have often bought books from UK stores, because the prices over there simply is lower than in Denmark. Especially at times when Â£ is low compared to DKR.
I've bought from Infinity Games (iguk.co.uk) and The Orc's Nest (orcsnest.com) - good service, fair prices, ok shipping rates and fast deliveries.
Local stores here in Denmark aren't that well stocked, you'd be lucky to find any Ars stuff these days.