Thank you a lot for your answers. I was looking also to hypergraphs http://en.wikipedia.org/wiki/Hypergraph. Do you think that they could be a solution for my problem ?
Just a different perspective on Stefan's answer: hypergraphs would be projections of the incidence relation of the concept graph, so you would be losing structure by using them.
Incidentally, if you haven't seen it already, the Applications book that Stefan linked has a paper dealing directly with Conceptual Graphs and FCA.