The program
you exec will become the new owner of the script process, which means that
X will terminate when this new program's process terminates.
Say you end your .xsession with the line exec fvwm. This means that the
fvwm window manager will be run when X starts. When you quit the fvwm
window manager, your X session will end, and all other clients will be
shut down. You do not have to use a window manager here; you could exec
xterm, in which case typing exit in that particular xterm would cause the
entire X session to end.
If you want to run other clients before you use exec, you will need to run
them in the background. Otherwise .xsession will pause until each client
exits and then continue to the next line. See the previous section on
running jobs in the background (basically you want to put an ampersand at
the end, as in xterm &).
You can take advantage of this behavior, though. If you want to run
commands at the end of your X session, you can have your .xsession run a
window manager or the like and wait for it to finish. That is, leave off
the exec and the &; just enter fvwm by itself.
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