You're using the %category% in the permalink structure. It's rarely a good idea to do that. See, this link works just as well:
http://www.anfree.com/blahblah/gimp-2-5-4-windows-xp-vista
This is because the post slug found a match (in this case to "gimp-2-5-4-windows-xp-vista"), and so WordPress gave you the post you asked for. The category was essentially ignored, because the slug is more specific.
Quick fix: Don't use %category% in the permalink structure. Use the defaults WordPress gives. The year/month/day thing works exceptionally well.
And for future reference: 90% of "SEO" tips are actually more harmful than helpful. Anything having to do with the URL is always wrong, Google does not care about your URL in the slightest.