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Thank you mamba!
@mjoel
The captcha code can be set in core setting, you must setting it in class/captcha modify the file: config.php and config.recaptcha.php (if you want use recaptcha you can add key of google in this file).
For able security code you must able it in the admin xfguestbook module.
The secure code, work only for anonymous users (this is a problem of the core).
You can see the module working in a photography website that i'm doing:
http://circolofotografico.altervista.org/modules/xfguestbook/