If you don't use a graphical log in, there are three programs included with Openbox for launching Openbox sessions similar to the three menu options discussed above.
Most likely if you are not using a graphical log in, then you are using startx to begin an X session. In that case you need to run Openbox from your ~/.xinitrc file. Rather than just running openbox however, you should choose from one of the three programs listed below:
openbox-session
This runs an Openbox session without any desktop environment or session manager, which is like selecting "Openbox" from the graphical log in. See the autostart documentation for how to easily start applications along with Openbox.
openbox-gnome-session
This runs a GNOME session with Openbox as the window manager, which is like selecting "GNOME/Openbox" from the graphical log in.
openbox-kde-session
This runs a KDE session with Openbox as the window manager, which is like selecting "KDE/Openbox" from the graphical log in.