Hi Jeff,
It's probably GDM that starts openbox when no .xsession is at work. The lxpanel can still be started from .xsession though, it seems that at least in Virtualbox this is the most sure way to get it started the right way (that's to say with several desktops on the pager).
For next version I'll keep the .xsession, the autostart.sh, with a slight change that I also found out and without changing the right-click menu. Btw, menu-cached also allows Lxpanel to update it's menus... I'd leave it.
Else, a panel is not really needed nor the panel menus and the /usr/local/bin/shutdown-dialog.py script : they are here just for decoration, but the right-click menus function are provided by the program openbox-menu, and that is the lightest on resources. You can see that
here.
To start the PCManFM Desktop preferences window, you can type from console:
$ pcmanfm --desktop-pref(This option seems not to be available in pcmanfm 0.5.2)
To get all help options : "pcmanfm --help-all". Just great ! There is a bunch of possibilities, and I don't have the first idea what they can be used for.

See you for the next version !!! ^^
(I will use "--desktop --daemon-mode &" pcmanfm options in autostart.sh ).

By the way, there is a bug at my install : on laptop thinkpad T30, with wireless card and Ethernet, the wireless is chosen first and covers the Ethernet (which is plugged in). Would someone have an idea why eth0 is up first and tries to reach the wireless connection, preventing me from accessing the web as long as I don't "ifconfig eth0 down" in root console ?
The card is a Intersil Corporation Prism 2.5 Wavelan chipset. The Ethernet card is Intel ICH3 that uses e100 driver.
I'd be curious to know more about the mechanism of auto detection in PCLinuxOS, for what this subject is concerned...