Well, I was thinking about letting every state know its previous states automatically by code. Now if every state has a very own variable with its GUI Panel attached the next state could just ask for that variable and disable it.
However, I worked some hours on it and now I have a pretty big FSM that is managing all the windows perfectly. Playmaker is great

I also wrote a custom action based on your script including some fancy transition using the alpha value of the ngui panels

(Of course I can upload it if anyone needs it. Only a few lines of code in a coroutine)