Contributed talk to "High Energy Phenomena in Massive Stars" Workshop, held in Jaen, Spain, Feb. 2009. To be published in ASP conf. series; Editors: Marti, Josep, 9 pages, 2 figuresThe INTEGRAL satellite has revealed a major population of supergiant High Mass X-ray Binaries in our Galaxy, revolutionizing our understanding of binary systems and their evolution. This population, constituted of a compact object orbiting around a massive and luminous supergiant star, exhibits unusual properties, either being extremely absorbed, or showing very short and intense flares. An intensive set of multi-wavelength observations has led us to reveal their nature, and to show that these systems are wind-fed accretors, closely related to massive star-formin...