The analysis of CCD observations of ten new suspected second overtone mode Cepheids in the SMC does not confirm the nature of such stars; most of them appear to be first overtone mode Cepheids. A careful analysis of the OGLE best second overtone mode candidates and of the second overtone component of double mode Cepheids in SMC and LMC has been performed in order to clarify the possible effects of a resonance between pulsation modes. There are some indications that such a resonance is indeed operating in these pulsators. A brief discussion of the effects of blending on the light curve shape is also reported, and the usefulness of the Fourier parameters as mode discriminators is discussed. The observations were performed with the direct CCD camera at the Dutch 0.91m telescope of La Silla (ESO) during three runs in November 1997 (6 nights), July 1998 (12 nights) and October 1998 (15 nights). The CCD detector was the ESO chip No. 33, which is a TEK CCD with 512x512 pixels, pixel size of 27{mu}m and spatial resolution of 0.44", providing a small field of view of 3.77'x3.77'. 8 fields were selected in order to observe the ten second overtone candidates.