are you using the latest RC or the latest stabel one?
i found using the version that they use on teh site is best (they promote it as that) and I also suggest giving it a few minutes to start working ... for some reason
well I tried OpenSEF 2.0.0-RC4, spent ages trying to get past the typical 404 error due to .htaccess problem ???
just when I had about given up, I realized I had been changing the .htaccess to another site : (the one that eventually I do want to use Open SEF on opposed to the testing site...)
boy do I feel stupid :-[
Anyways, it works great, I think I'm still going to play with it a bit and maybe prepare some tweaks like keeping references to the old urls, and having them permananent redirects to the new ones...