I found the solution to this issue. Since I saw that many people looked to my post I guess it could interest someone else in the future.
To compile Kaffeine with DVB support dvb headers are needed (see Kaffeine README.dvb).
I am quoting this page (it is outdated but it worked):http://www.linuxtv.org/pipermail/linux-dvb/2005-March/000778.html
"The dvb headers are part of the linux 2.6 kernel headers. Typically it would be installed in /usr/include, so you may find /usr/include/linux/dvb/*.h.
If they are not there, look at /usr/src/linux/include/linux/dvb/. Either copy or link them in /usr/include/linux/dvb."
I just copied the headers and Kaffeine was compiled with dvb support.
BTW i encountered another problem.
Kaffeine 0.8.4 was compiled and worked flawlessly.
When I restarted Kaffeine after some hours it was again without dvb capabilities.
How is it possible that an application compiled with support for some feature that works can lose the same feature in a few hours?
I did not touch the hardware...
I just installed SOHO 5.8. It is a nice piece of software.
I am configuring it to fit my needs.
I compiled kaffeine that I need to use my DVB-T adapter terratec Cinergy T2.
The kernel seems to load the module but kaffeine is not compiled with DVB support.
Should I recompile the kernel and activate some other option?
Thanks for your suggestions