Do I have to compile every packages again if I upgrade ghc ?

Yes.

It is a pleasure to make use of the utilities (greencard, HOpenGL, etc). But what

When I try to use CVS repository and stand-alone binary distribution together (because I wanted to see hdirect is like and v 0.16 does not work with ghc-5.xx) I felt very much discouraged.

What should I do ? Do I always have to compile everything from the fptools source again ?

If you install a new version of GHC, then you need to recompile anything which was compiled with the old version. If all you want to do is compile HOpenGL, say, then you don't need to install a new version of GHC. Cheers, Simon