Those switches are security devices rather than standard X10 modules. I have several around, but I don't have them set up. First, you have to use a controller that can see X10 security devices. CM15A does work, but I don't know what other options work or are HG compatible. As far as using these devices in HG, I don't know if they are compatible right now. If you have the correct hardware, then hopefully someone with security devices would be able to help out.
Be aware that what you are planning on installing is a door/window sensor that will basically tell you if the door is in a specific position. It will not tell you if it's open/closed/in transit, it will tell you if it is in a specific position (e.g., closed). If you want to know more, you probably could do this with a second sensor in the opposite position (open). If both were installed, you would then know if it's in transit/stuck too.