How many hard warnings does your license master shows?
If there are more than 5 warnings then you will have to contact person who sold splunk license and if your splunk version is higher than 6.5.0 you can also ask for no-enforcement key with it's help your splunk service won't stop even if you have crossed 5 hard warnings for your license.
@isabellechristophe, there are couple of ways to load license in Splunk:
1) Browse to License File and upload.
2) Copy paste XML directly from new License.
Which one are you trying? Are you aware of any Splunk Error/s while uploading new license?
You can also reach out to Splunk Sale point of contact for you or Splunk Support with any help required with License update issue.