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 :)
