Finally got it to work. Found a thread on Lauchpad reporting a bug on creation partners with JMeter and the code there helped me understand how this should work, so I'll leave here the XML configuration file to create records on a custom module on OpenERP.

    <?xml version='1.0'?>
    <methodCall>
        <methodName>execute</methodName>
        <params>
            <param>
                <!-- Select your database -->
                <value><string>may_9</string></value>
            </param>
            <param>
                <!-- User uid, 1, why not? -->
                <value><int>1</int></value>
            </param>
            <param>
                <!-- user login -->
                <value><string>admin</string></value>
            </param>
            <param>
                <!-- identify your object -->
                <value><string>generic.request</string></value>
            </param>
            <param>
                <!-- and your action -->
                <value><string>create</string></value>
            </param>
            <param>
                <!-- here comes the values to insert -->
                <value>
                <!-- create a struct where you identify the field name, the field type and the value you want to insert in it -->
                <struct>
                    <member>
                        <name>name</name>
                        <value><string>JMeter Request</string></value>
                    </member>
                    <member>
                        <name>subject_type</name>
                        <value><int>1</int></value>
                    </member>
                    <member>
                        <name>responsible_name</name>
                        <value><int>4</int></value>
                    </member>
                    <member>
                        <name>request_description</name>
                        <value><string>Desc</string></value>
                    </member>
                    <member>
                        <name>stating_reasons</name>
                        <value><string>stating reasons</string></value>
                    </member>
                    <member>
                        <name>expected_date</name>
                        <value><string>08/31/2014</string></value>
                    </member>
                    </struct>
                </value>
            </param>
        </params>
    </methodCall>

And that should work fine!  
Hope this helps :)