okay now we have a solution, remove conky.desktop file from ~/.config/autostart/
(you can use lxautostart for this)
and try, what djohnston here wrote
http://www.pclinuxos.com/forum/index.php/topic,100879.msg857992.html#msg857992
Good luck
Edit:
or... edit your desktop file
from
Exec=/home/jan/.conkyrc
in
Exec=/etc/conky/conkyrc
If a hidden conkyrc in your homedirectory?
EditII:
Exec=/home/jan/.conkyrc 
Is it right, that will exec a *rc file?
Yes, there is a hidden .conkyrc in my home directory, there would have to be one if I'm starting conky from run
Ok, removed conky.desktop from .config/autostart, added conky & to lxautostart.desktop:
[Desktop Entry]
Name=LXDE Autostart
Comment=Automatically start listed applications when LXDE starts.
Exec=/home/jan/.config/lxautostart/lxautostart.sh
Icon=/usr/share/icons/lxautostart.png
conky &
Terminal=false
Type=Application
Categories=Configuration
No joy, won't start..
Dug around in .config/lxautostart, there's a file called lxauto, which has the following:
# (en) Wait 10 seconds before starts up.
# (de) 10 Sekunden warten bis zum starten.
sleep 10
#
#wbar &
#parcellite &
#gkrellm &
#xbindkeys &
#conky &
Still no joy...
I don't have parcellite installed, I think I might install it and see if it runs...
jan