Hello Stefano,
Sorry for the late reply. First you must create a menu item using the Single Category Layout for each category. Then in the backend -> Easyblog -> Settings -> SEO -> General set the "URL Format for your entry" to "Simple -
http://yoursite.com/menu/title".
Also remember to set the backend -> Easyblog -> Settings -> SEO -> Advanced Settings. Here set the "EasyBlog Routing Behavior" to "Default". Then set the value for "Category" to 1 and set the "Or, ignore this item:" for category to NO.
Hope this helps.
Thanks!