escobar - To return to your original question, the rules for JAA licences and ratings are different regarding the issuing Authority. In the case of licences, you must determine a State of Licence Issue and all training and testing leading to the issue of the licence must be completed in training organisations approved by that State. However, when it comes to ratings added to the licence, you may complete the training and testing in any state that is recommended for mutual recognition and the State of Licence Issue will then add the rating to your JAA licence.
In the example that you quote, by electing to complete the modular CPL(A) at a FTO approved by the Spanish Authority, you are making Spain the State of Licence Issue and you will, therefore have to complete all of the licence (theoretical knowledge examinations, medical, etc.) in Spain or at FTOs approved by Spain. You cannot mix and match between countries and, for example, complete the exams in the UK, flying in Spain and medical elsewhere. It is possible to change the State of Licence Issue part way through the training process, but this requires the agreement of both States and is not always easy to achieve. You can also elect to change the State of Licence Issue after the licence has been issued, subject to certain residency requirements.
Having received the licence, you can complete training and testing for subsequent ratings in any JAA member state and the State of Licence Issue is obliged by JAR-FCL to add those ratings to your licence. So, having received the licence from, say, the Spanish Authority, you could complete a FI rating in the UK, a multi in Belgium and an IR in Italy and have them added to your Spanish-issued licence.
A list of JAA member states currently recommended for mutual recognition can be found on the JAA website.