I just installed 1.3.1.3(smf 1.0.5) and I have the same problem.  Here is what I am seeing:

1) If I login using the mambo login it *does not* log me into smf. 

2) If I logout using mambo it *does* log me out of the smf.

3) If I login using smf it *does* log me into mambo BUT *does not* log me into the forums.  I must login using smf again to be logged into the forums.

4) If I logout using smf it *does* log me out of smf and mambo.

My users currently must login twice, once in mambo and once in smf regardless of where they first attempt to login.

My site is
http://www.themofoclan.com

I have a test user setup:
un:  test_user
pw:  test_user


Thanks for any help.

10x my frend
This work 10x 10x 10x