The version of Nlog was the problem.
Although I install the new version (v2, ontop the old version v1), remove the dll and add it again (in VS2003: add=>new item=>nlog config file) the added dll was of the old version v1.
When I checked it i looked for the runtime version which is v2.0.50727 - that why i was confused.
BTW, why it did not add the new version using the addition of the wizard?
(in VS2003: add=>new item=>nlog config file)