Read the links in my original post, they report Cox as being signed by Crawley but they would loan him out to a non league club as he couldn't play in games until the window re-opened. He was still training with Crawley and an employee of the club even if he wasn't registered to play for them...
Actually BG is correct on this occasion. Dean Cox signed for Crawley and then joined Burgess Hill on loan. You can sign a player at any time but a free agent who leaves his club after the window closes will not be eligible to play for another club until the next window opens...