Problem with gnome 2.4 + openbox on Slackware 9.1

[Eric Binet]

I just made a fresh install of Slackware 9.1 and I switched from 
blackbox 0.65 to openbox 3.0.

I set openbox as my gnome window manager by starting it with the 
--replace argument and by quitting gnome and saving my session.

Then, I restarted gnome and closed it but without saving my session that 
time.

When I restarted gnome, it took roughly 5 minutes to start :(

I checked the error messages on my text concole and found this :
warning: failed to load external entity 
"/home/bineteri/.local/share/openbox/sessions/1068334268-26283-1785948760.obs"

I must have done something wrong while setting up openbox as the WM.
Or is it that I must always save the session? I would prefer not.