Thank you all.
@ Amiten: Which path do you use in the setup? Xbench can currently work on two level of directorys so in your case the path should be something like:
cd0: Yourgamepath (with no trailing slash !
The setup should then go and explore all sub directory one by one (A, B, C, ...) to find the directory of each game.
Tell me if this helped you or not