Thanks for your answers Tim.
I removed the connection between topology out and wave in then I had to
make a few changes, both on topology and wave filters to get rid of useless
pins and wave filter ADC node.
My device does not appear any more as a recording device.
Although things seem to work as expected, I probably have to modify the
.inf file and update the .Interface section to get rid of the capture part.
No sure yet if I have to make others changes in that file but I will find
out.