READ FIRST - COMMON MISTAKES

1. Read the description of what you're installing.
Check compatibilties. For instance, I see some posts talking about Joomla-SMF 1.0.1b installed on SMF 1.0.5. I specified that 1.0.1b is for SMF 1.1 RC1. So please READ first.

2. On the component configuration, verify the INSTALLATION CHECKLIST.
There are four line there. The list should read:

installed Install SMF Forum on the same database as Joomla.
done [un-patch]] Patch mambo index.php file.
done [un-patch] Patch SMF index.php and Sources/Subs-Post.php file. (Note: Unpatch before upgrading SMF or installing mod.)
done [verify] Synchronize Joomla and SMF users (optional).

If you're still having trouble, then post and provide the following:
1. Platform (e.g. IIS, Apache)
2. PHP version
3. Joomla / Mambo version
4. SMF version
5. Issue description
6. Your site url