Actually trying joomsef 4.0.7 with joomla 1.6.5.

Links to an article from text not handled by joomsef (seems self understanding), so the internal links feature seems to be a very good idea.

But : actually if a have a word in the dest URL, joomsef creates a link from the article to itself !!

example : word car sending to url ..../cars.html

in the cars article each time I have the word "car", it creates a link to the page

Bug ? or did I miss a configuration issue?

If I understand you right, then I guess it is neither bug nor configuration issues, but a way how it works. Simply if there is a word found, it is linked to defined article. There is no exception for the article content pointing to itself in case the keyword is included.