Direct Access to this location is not allowed

I just replaced sh404sef with Sef Advance 2008, by simply turning off the former (both in configuration and component) and installing the latter.  However, I get Direct Access to this location is not allowed when I try to access home page.
I also replaced .htaccess file (but found it makes no difference).
sh404sef was working perfectly, and I have np legacy extensions installed.  I run the Joomla 1.5.15. I cleaned all caches (JRE extended and Joomla's).
Where can start looking for a possible solution?

You might having a extension for SEF Advance that requires legacy mode. So try turning on legacy mode. If it doesn't help uninstall sh404sef.