Dear Dajo, thanks for your instructions. It cut one bit of the problem.
Now the situation I'm experiencing is really annoying : I have my joomla 1.5 website running with Joomsef active and giving for example this path :
www.montresdesign.com/videos/blog
In my new site (in pre production now) running joomla 2.5 and Joomsef the same content is displayed this way :
www.montresdesign.fr/montres/videos
So as you can see, on the joomla 2.5, the structure is adding the category in the URL even if I set add categories url to no
And on joomla 1.5 the blog indication in the url is appearing while it's not the case in joomla 2.5
Thanks a lot for your help