I installed WordPress SEO and Pretty Link about the same time. In fact Pretty Link a few days earlier. At first Pretty Link Pro's feature to insert short links for selected keywords worked flawlessly.
But when I enable WordPress SEO now it doesn't work. All the selected keywords in Pretty Link are showing in the posts like regular words, not hyperlinked.
Out of unusual things I also recently changed is the permalink structure on my blog http://www.roughstraightmen.com (NSFW!). I added the mandatory forward slash to both individual posts and pages such as /category/page2/ and /tag/keyword/.
I'm not sure if this permalinks change was the cause of Pretty Link not to generate hypertext on the selected keywords, or perhaps WordPress SEO and Pretty Link never got along well?
If there is some kind of fix for this issue, I would really appreciate if you could explain.