one-way X10 lamp modules and switches cannot go from "Off" to whatever dim setting without going to "full on" (100%) first. It is my understanding that Two-way modules and switches are capable of doing this. This is a function of the design of the modules and switches, not the CM15A or AHP.
Noam is correct that this is more of a limitation of the old X10 brand modules than a limitation of AHP. There are actually 2 issues that cause this as follows:
1) When off, the modules can only turn on to 100% and cannot be gradually brightened. One way around this limitation is to dim the module to 0% instead of turning it off.
2) The second limitation is that they do not support a "PresetDim" command to tell the module what brightness to turn to. Since the CM15A doesn't remember how bright the module is, it has to send it to a known state (100%) to change a certain level. If you prefer, you can make the known state 0% by using separate dim and bright commands in a macro.
X10's 2-way modules and most 3rd party modules don't have either of these limitations (although AHP doesn't currently support the old preset dim command that some 3rd part modules use).
The problem is actually a firware issue and not a hardware issue. I have often wished X10 would upgrade the firmware in these modules, but I guess they would rather sell you the much more expensive 2-way module.