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Thanks!

You could use nodeapi
Implement $op 'insert' to create the alias, $op 'delete' to delete the alias, ...
http://api.drupal.org/api/function/hook_nodeapi/6
You could do it dynamically too
http://api.drupal.org/api/function/custom_url_rewrite_inbound/6
http://api.drupal.org/api/function/custom_url_rewrite_outbound/6
I use url_alter to implement
I use url_alter to implement outbound an inbound on my site. But I don't understand, how I can get node type in that functions.
Read url_alter.api.php for details
...and then, you probably need to read the node to know the type it is.
Note that this function is used a lot, so you may want to optimize all you do here.
has to be asked...
Why not Pathauto?
What are you trying to do? custom_url_rewrite_* and url_alter and hook_menu_alter all may be important/useful toward the goal depending on what you are doing.