Hi Erwan,
TG2 almost supports these .img files natively, because they are needed by the MOLA Map Shader. However, Terragen's current reader for .img files makes some assumptions about the dimensions and it didn't work with the one file I just tried. I might be able to fix this for inclusion in the next update. I did notice that the files are pretty big though, and TG can run into problems loading very large images.
Matt