Finally, I upgraded my Debian machine to 4.0.26. I have another one
not in production and used that for training... 

I decided not to compile but to use mysql-standard-4.0.26-pc-linux-
gnu-i686.tar.gz instead. I had to adjust /etc/init.d/mysql which was
even different on both Debian machines as it turned out - both were
rented within 6 weeks distance from the same provider.

For upgrade, I took the machine out of the load balancing scheme.
After that, I reinstalled that. Then I did the following test with a
table that I used for that purpose before. The test proves that the
problem is not one of version.

Another thing I found out: The SuSE behaves weird because the standard
SuSE compilation does not include InnoDB and nost probably not
replication - which is scandalous in my eyes as InnoDB is a standard
feature of MySQL. Therefore it was not possible to use the InnoDB
engine and replication probably did not work due to the same reason.
If so, there should be a warning about this. 

I will upgrade to a standard binary ASAP, first on the SuSE slave,
then on the master.  I will repeat my tests thereafter.

The proof - I omit the master side and show only the slave:

MySQL Debian>show slave status\G
*************************** 1. row ***************************
          Master_Host: pz-server1.xxx.com
          Master_User: repl
          Master_Port: 3306
        Connect_retry: 60
      Master_Log_File: pz-server1-bin.679
  Read_Master_Log_Pos: 57212848
       Relay_Log_File: server8324611625-relay-bin.162
        Relay_Log_Pos: 14543526
Relay_Master_Log_File: pz-server1-bin.679
     Slave_IO_Running: Yes
    Slave_SQL_Running: Yes
      Replicate_do_db: xxx
  Replicate_ignore_db: 
           Last_errno: 0
           Last_error: 
         Skip_counter: 0
  Exec_master_log_pos: 57212848
      Relay_log_space: 14543526
1 row in set (0.00 sec)

MySQL Debian>desc cc;
+-----------+----------------------+------+-----+------------+----------------+
| Field     | Type                 | Null | Key | Default    | Extra          |
+-----------+----------------------+------+-----+------------+----------------+
| idCC      | smallint(5) unsigned |      | PRI | NULL       | auto_increment |
| kid       | smallint(5) unsigned |      | MUL | 0          |                |
| ccCompany | char(1)              |      | MUL |            |                |
| ccNumber  | varchar(20)          |      | MUL |            |                |
| ccDate    | varchar(5)           |      |     |            |                |
| ccName    | varchar(50)          |      | MUL |            |                |
| datum     | date                 |      |     | 0000-00-00 |                |
| test2     | varchar(255)         |      |     |            |                |
+-----------+----------------------+------+-----+------------+----------------+
8 rows in set (0.01 sec)

MySQL Debian>select version();
+---------------------+
| version()           |
+---------------------+
| 4.0.26-standard-log |
+---------------------+
1 row in set (0.00 sec)

MySQL Debian>desc cc;
+-----------+----------------------+------+-----+------------+----------------+
| Field     | Type                 | Null | Key | Default    | Extra          |
+-----------+----------------------+------+-----+------------+----------------+
| idCC      | smallint(5) unsigned |      | PRI | NULL       | auto_increment |
| kid       | smallint(5) unsigned |      | MUL | 0          |                |
| ccCompany | char(1)              |      | MUL |            |                |
| ccNumber  | varchar(20)          |      | MUL |            |                |
| ccDate    | varchar(5)           |      |     |            |                |
| ccName    | varchar(50)          |      | MUL |            |                |
| datum     | date                 |      |     | 0000-00-00 |                |
+-----------+----------------------+------+-----+------------+----------------+
7 rows in set (0.00 sec)

MySQL Debian>#ok, test2 dropped
MySQL Debian>desc cc;
+-----------+----------------------+------+-----+------------+----------------+
| Field     | Type                 | Null | Key | Default    | Extra          |
+-----------+----------------------+------+-----+------------+----------------+
| idCC      | smallint(5) unsigned |      | PRI | NULL       | auto_increment |
| kid       | smallint(5) unsigned |      | MUL | 0          |                |
| ccCompany | char(1)              |      | MUL |            |                |
| ccNumber  | varchar(20)          |      | MUL |            |                |
| ccDate    | varchar(5)           |      |     |            |                |
| ccName    | varchar(50)          |      | MUL |            |                |
| datum     | date                 |      |     | 0000-00-00 |                |
+-----------+----------------------+------+-----+------------+----------------+
7 rows in set (0.00 sec)

MySQL Debian>#ALTER TABLE `cc` ADD `test` TIMESTAMP NOT NULL;  
MySQL Debian># has not been executed ...