This is not a bug in glibc, but in the application that triggered it.
glibc just reports that the application has broken memory allocation handling
and terminates the process, as that can be a sign of exploit.

If you run the program with MALLOC_CHECK_=0, these checks will be gone
(unless the program is suid/sgid).

The program should be run under valgrind or LD_PRELOAD=libefence.so.0 to
find out where exactly its memory allocation handling is broken.

Is this a new feature in glibc in compare to RHEL3's glibc?

Yes, see RELEASE-NOTES:
    glibc

     o The version of glibc provided with Red Hat Enterprise Linux 4 performs
       additional internal sanity checks to prevent and detect data
       corruption as early as possible. By default, should corruption be
       detected, a message similar to the following will be displayed on
       standard error (or logged via syslog if stderr is not open):

       *** glibc detected *** double free or corruption: 0x0937d008 ***

       By default, the program that generated this error will also be killed;
       however, this (and whether or not an error message is generated) can
       be controlled via the MALLOC_CHECK_ environment variable. The
       following settings are supported:

          o 0 -- Do not generate an error message, and do not kill the
            program

          o 1 -- Generate an error message, but do not kill the program

          o 2 -- Do not generate an error message, but kill the program

          o 3 -- Generate an error message and kill the program

  Note

       If MALLOC_CHECK_ is explicitly set a value other than 0, this causes
       glibc to perform more tests that are more extensive than the default,
       and may impact performance.

       Should you have a program from a third party ISV that triggers these
       corruption checks and displays a message, you should file a defect
       report with the application's vendor, since this indicates a serious
       bug.

Thank you for your exact and fast help. I did not make a connection between
those two informations.

So it seems that Samba from RHEL4 has a serious bug...