Affymetrix tags (same ID's) present in different places of the genome could you explain me how to interpret such situation?

Same tag aligned in several distint places, near different genes...
Is the annotation able to distuinguish such 'same' tags, during DGE analysis?
Why tags arent unique?
Is the annotation able to distinguish such 'same' tags, during DGE analysis?


No, you'll end up discarding such probes (assuming you have a reason to actually use microarrays still).


  Why aren't tags unique?


Platforms such as HG-U133 date back to 2002 (meaning they were designed a few years before that), when the human reference genome (and the reference transcriptome) were not nearly as "finished" as they are today. Probes that may have made sense given what we knew almost 20 years ago may no longer makes sense now given what we know. Further, microarrays are rather conservative, in that they tend to primarily gain probes over time and not have them removed (lest companies lose customers who are relying on given probes).