I find solution. After you instaled JoomSEF go to JoomSEF control panel -> manage extensions
Down you have Components without SEF Extension installed table.
Click in activated handler and chose JoomSEF basic rewritting and that is all need to do.

I have similar problem.
Whe I installed JoomSEF and enable in joomla global configuration all my link to the article was work fine but when i try to reach kunena forum, pfoca gallery, jevents and etc i cannot open link.
Do you have some solution for this situation.