-1- when I start a X module, this one does not appear in the START menu (XP style). I need to open 2 times the menu to see the new entry.
I have no idea what this means.
-2- if i start several X modules, only the last module appear in the menu: the second X entry hides the first one; the third entry hides the second one; and so on...
If you're talking about a "Recent Applications" thing, then yes, you should get behaviour like this. Every one of these commands is launched by /usr/X11R6/bin/run (you can see this by looking at the properties for the shortcuts). If you don't use the run command, then pretty much every program will end up with a useless console window (except rxvt).