Dear Maria,
make sure to configure the site "base href" generation in JoomSEF plugin correctly.
(it may depend on how your site is configured, you may even need to turn it off; also you can configure JCE if it should generate relative or absolute URLs)
Details on this topic are described in:
www.artio.net/faqs/artio-joomsef/trouble...s-or-other-resources
Hopefully that will help.
Example:
as you can see e.g. at
www.artio.net/en/joomsef/artio-joomsef-documentation
the HTML anchors with JoomSEF work fine
-- if you check source, the links is just
<a href="#urls">Modifying URLs</a>
-- in our case, we have the base href generation in JoomSEF plugin set to OFF.