What should I do to change the ucp.php?mode=login to just login.html

and all without the SID...

Well, it's not really what I would call a wise resource investment, at least it's not SEO to rewrite this link.

And, SID is mandatory in the log-out link, and can be in the log-in link too for user who do not accept cookies so, I'm not sure it's worth working on this.

If you really want to, you could add an extra rewriterule to match login.html in your .htaccess and change the log-in link in includes/functions.php, the link is build in the page_header() function.

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