How hard or if it's possible to dump/extract the firmware of a HDD? To compare with others firmwares or to find if there's some malware on the source code?

easy to. all you need is some tools like pc3K or even serial port. If you want to go nuts looking there is some firmware in the downloads of this very forum. You aren't ever going to get the source code so forget that. you can disassemble some of the ARM based drives easily enough, but to tell if there is malware is going to take a fair amount of experience in firmware RE.

WD firmware hacking:
http://spritesmods.com/?art=hddhack

SeDiv - Where to get it ?
http://www.hddoracle.com/viewtopic.php?f=84&t=31&p=37

HDD Oracle has several free firmware tools for different drives. Some are only demo versions with limited functionality.

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A backup a day keeps DR away.

You can write malware in service area but how you will lounch it?

I would guess you would hook another module to do something nefarious based on certain parameters. Such as if the user got the OS to receive a file located on a certain sector, the malware would execute.