The best thing to do when you set something up and it doesnt work correctly is to go back to the Guide and go thru it step by step and make sure you did every step in it correctly. I can see the smileys in posts on your forum, so you did put the url in correct, etc. Check edit smileys to see how many you have there, see if any are set to hidden - if they are set them to post area. Then go to Add Smileys - make sure "smf" is in the first dropdown box.
Use the Filename dropdown box to find any that you do not already have set up (if you do not have them all)
Also check the Smiley Sets link - you should have Default, Classic, and smf