You might need to reinstall Windows Script. http://www.microsoft.com/downloads/details.aspx?FamilyID=c717d943-7e4b-4622-86eb-95a22b832caa&displaylang=en

thank you thomassen
reinstalled Windows Script but changed nothing
deinstalled, removed DesktopX folder and reinstalled (with SD central) but still changed nothing
Everytime I'm clicking the "new script" I get a DesktopBuilder error (see below)
??? (thankx in advance for help)

AppName: desktopx builder.exe AppVer: 0.0.0.0 ModName: dxaxhost.dll
ModVer: 2.0.0.0 Offset: 0002527d

hm... You probably want to contact support@stardock.com about this.

Ok, I wrote an email to support.
Meanwhile, looking at the FAQ, I found this:
Firstly, create the object that you wish to be scripted then add the DXScript plugin from the General/Additional Modules section. Click Configure. Once in the DXScript editor, select your scripting language (usually available are VBScript and Jscript
Ok, I did not add this plugin, I was following a DesktopX tutorial and did not see or understood that I had do add a plugin.
But now, in my plugin list, I have NO DXScript..... Can I download it somewhere ?

Me again,
After de- and reinstalling a second time, still error when trying to open an object script.
But finally I solved the situation:
go to Startmenu --> Run and type: regsvr32 jscript.dll
and hit ok then do the same with regsvr32 vbscript.dll
thats all

eh...? I think that FAQ must have been old or something. Didn't make any sence.

Anyways, good that you got your problem fixed. Thanks for posting back for others to see the solution.

go to Startmenu --> Run and type: regsvr32 jscript.dll and hit ok then do the same with regsvr32 vbscript.dll

The same solution worked for me as well. Although I should add that I did add the Windows Script 5.6 for XP before I tried this; so perhaps it was a combination of the two. Not sure.

The Windows Script link:
WWW Link

Thank you for your post Francois!