Ok, the problem is fixed. I've restarted everything from scratch like this :
Remove the Joomsef plugin (with its Kunena extension)
Reinstall Joomsef, last version, and reactivate the paid version with the download ID.
Insure that the Joomsef plugin is enabled.(Joomla plugin management menu)
Here are details on the Joomsef Kunena settings. (hope it will help others, as it took me a while to resolve that issue)
How I've setup the Artio Joomsef Kunena extension (SEO) when Kunena is the unique and main entry 
page in Joomla 1.5.26
In my config, I've enabled only the Joomla TOP menu with 3 menu items.
The Joomla main entry page is the Kunena forum index and is named "
repair tips forum".
This allows the following friendly URL generation : 
 
http:/ /  www.avi-plus.com/repair-tips-forum/ 
 
when the 
Topic name 1st part is set to 
Title in the Joomsef Kunena extension config panel.(
Extension tab)
Topic name 2nd part is left 
blank as well as 
Announcement name 1st part.
Announcement name 2nd part is set to 
Title in order to include the forum main topics categories in the url:
This generates the following url : 
www.avi-plus.com/repair-tips-forum/miscellaneous-software/
 
http://www.avi-plus.com/repair-tips-forum/miscellaneous-software/
 
The 
Add categories to URL is set
 All categories in order to include sub-topics categories like this:
 
http://www.avi-plus.com/repair-tips-forum/miscellaneous-software/others/
 
Then the 
category name 1st part is set to 
Title in order to include the topic name like this :
 
http://www.avi-plus.com/repair-tips-forum/miscellaneous-software/others/st40-stb71xx-jtag-interfacing/
 
 is left 
blank in my case.
In the 
Common tab, 
Use Site Name is set to 
Title, 
Handling to 
Joomsef handler
Important for the Kunena "
Thanks" button to work, include 
pid in the 
custom non-sef variables.
If you don't include pid, the Thanks button click will always forward to the same post in the forum.
In the Joomsef main configiruation (in 
Basic mode), I've added
 .html in the 
file suffix so that
the URL will be terminated in .html like this
www.avi-plus.com/repair-tips-forum/misce...rfacing/page-14.html
(page-xx.html when the topic continues over several pages.)
During the Kunena setup extension, always
 purge the SEF-url after each change in order to be sure to generate new URL.
I've also disabled : The Apache APC cache, the Joomla cache and the SEF cache. 
When the settings are correct, the cache can be re-enabled.
So this works again and the URL's are generated as they were before.
Thanks to 
dajo for the additional information on these settings.