In this paper some problems arising in the interface between two different areas, Decision Support Systems and Fuzzy Sets and Systems, are considered. The Model-Base Management System of a Decision Support System which involves some fuzziness is considered, and in that context the question, first, of the practical determination of membership functions, second of the management of the fuzziness in some optimisation models, and finally of using fuzzy rules for terminating conventional algorithms are presented, discussed and analyzed. Finally, for the concrete case of the Travelling Salesman Problem, and as an illustration of determination, management and using of fuzzy rules, a new algorithm easy of implementing in the Model-Base Management System of any oriented Decision Support System is shown.