<sigh>
Please get familar with Joomla before getting support from components' authors. I have really no spare time to explain any Joomla basics.
UddeIM (like all other components) use links like
Code:
http://www.domain.de/component/option,com_uddeim/task,inbox/Itemid,125/
(this one calls the inbox) and passes this link to a Joomla function that converts this link into a SEF link.
On your site ALL links are converted into
Code:
http://www.kamasutra.fr/messages-prives
Disable SEF and you will see that everything works fine. I have some hints in the FAQ maybe these will help (Ch. 13.11, 13.12).