>Since a new installation on a server for SSMS, I see multiple occurences of the server name in Connect to server. This is the result of having typed a server name which was already in the list. However, what I can't understand is why SSMS keep adding them if they are already there.

I think servers will show up more than once if you've logged in using different credentials?

>Now, the question is is it possible to avoid that and how to remove those entries?

Seems like you need to delete the 'mru.dat' file in the user settings ( on this machine it's in
D:\Documents and Settings\Administrator\Application Data\Microsoft\Microsoft SQL Server\90\Tools\ShellSEM)
But that's an all or nothing approach - if you delete it you lose everrything :={