Thx a lot, you've explained me very well what i can do and what i cannot.
In my vision Joomla, SMF (and Gallery2) are separated applications which interact through a bridge, so the more they're independent the better it is.  If i want to access my forum directly i can setup a subdomain forum.domain.com pointing to www.domain.com/joomla/smf, but for the administrator point of view it should be better to have different scripts on different directories. Less problems when updating, deleting, etc.
Ok maybe it's more just a sophism, than a real need