This was a big continuity problem. Originally, it had been explained because The Lone Gunmen was not taking place within the same timeframe of The X-Files. Unfortunately, on the Season Nine premier of TXF, a completely unsupportable timeline was set up.
The best I can explain it is this: initially, the timelines were supposed to be completely different. However, as the Gunmen were cancelled, and its fanbase was howling for resolution, 1013 threw in a blue-faced Langly to wink at the cliffhanger, completely disregarding the timeline of both shows.
Many alert viewers recognized the character played by Jim Fyfe as the same character who dived in front of a bus in "Three of a Kind." However, while the actor is the same, the character he plays is a different character. You see, in Three of a Kind, our obnoxious "Government Patsy" was named "Jimmy." In The Lone Gunmen, our obnoxious Capitalist is named "Kimmy." So--maybe he's Jimmy's twin brother. If nothing else, it would be confusing to have two people named Jimmy on the same show. Although, I don't really understand why someone would hang out with the guys whose involvement led to the death of his twin, it's best not to dwell on these things.
3. Is that Dean Haglund's real hair? Does he really wear those glasses? Is he really a Ramones Fan?Yes. No. Yes.
4. Are the actors who play the Gunmen single?No. All three of them are married. Sorry, ladies.
5. Will there be a Season 2?Seeing as how the Gunmen were killed off in Season 9 of The X-Files, it's highly unlikely that they will come back for another round. And if they did "come back from the dead," given the circumstances of how they died (and how people in the X-Files tend to return from the dead)--it would be a very bad scene indeed.
Rest In Peace, Gunmen!