Starting from version 5 SecureBlackbox handles keyboard-interactive authentication automatically, i.e. you don't need to implement OnAuthenticationKeyboard event handler in most cases. You need to ensure that AuthenticationTypes property includes Keyboard-Interactive though (it's included by default, but if you change the value of this property, remember to have Keyboard-Interactive included).
I can't login to the server with username and password. Other programs do this fine. A bug?
Most likely, the server is using not password-based authentication, but keyboard-interactive authentication. SecureBlackbox supports both authentication types. For more details about how to setup the application for keyboard-interactive authentification see how-to article in the help file.