Hi,
I think you are getting confused with many concepts between Unity and Playmaker. so let's cut your problem down.
in Playmaker, when you enter a state, actions set up in that state will execute on "start", the start of that state. BUT in Unity, "Start" means when a component starts working, for example when the game starts, or when you instantiate a GameObject at runtime. In Playmaker, This "Start", is always the first state with the global transition "START". you get this ba default when you create a new fsm.
now, within the currently running state ( the one in green), you also have the same concept, only applied to that running states, it's entered, it lives for a while and eventually is exited. This process applies to all actions that you have added to that state. Each actions will be informed that it can starts running, that it runs and that it stops running.
BUT, some actions only need to perform a single action, and therefore only execute when entering the state. Some actions must run every frame ( on update), so they execute as long as the state is active.
Does that help a bit understanding?
Could you explain what you are after? I will then be able to provide a working sample hopefully. Typically tho, you should go trhough all the screencast and learning materials you can find to get acquainted with all this, after few screencasts, you will definitly undertstand all these very important concepts, and be able to apply them to your specific needs.
http://www.hutonggames.com/tutorials_game_design_with_playmaker.phpbye,
Jean