The problem with lxsession, which has to bee upgraded can be solved in easy way, check here:http://sparkylinux.org/forum/index.php?topic=2701.msg4336#msg4336
If you still have a problem, let me know, I will write a more exact guide.
The second problem with "shell not found" - looks like you have installed the latest 'sparky-aptus-upgrade' package or another terminal emulator.
I posted how to fix that, on the end of the text: http://sparkylinux.org/sparky-aptus-upgrade-0-1-7/
Simply run, as root:
update-alternatives --config x-terminal-emulator
to choose different terminal emulator.
In your case it should be: lxterminal.
To change from lxde to xfce, open Synaptic, refresh package list and install xfce4.