hehe.. i figured it out on my own!!! after ALOT of guessing and messying around.
ok for those who do not know....
here are the steps. no frills straight to the chase. im a noob, bare with me.
im using Mandrake 8.1 with XFree86 4.2.0
im not sure will it work with other distos, give it try i think its the same.
ok.
-using ur fav text editor. type this the following.
NAME=Fluxbox <= replace with ur wm name
ICON=blah.xpm <= replace with ur icon
EXEC=/usr/local/bin/fluxbox <= replace with ur wm
DESC= put a discription here
SCRIPT:
exec /usr/local/bin/fluxbox
-save into /etc/X11/wmsession.d/ as 08fluxbox <= replace number with whatever thats not taken, and name of ur wm.
-restart ur comp. thats it. at first i just restarted x, but it does not initial the file till u restart.
done.