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In this paper, we introduce generation of multiplexed signals on the millimeter-wave bands for fiber-radio systems where an optical millimeter-wave generator is based on a two-mode locked Fabry-Pe´rot (FP) slave laser, whose injection current is directly modulated by a signal source. We qualitatively consider the distortion of the millimeter-wave signals from the FP slave laser. The distortion components on the millimeter-wave bands are induced from the simultaneous modulation of the locked modes and the nonlinear modulation response of the FP laser. Two-tone modulation of the locked FP laser is examined to evaluate the dynamic range of the millimeter-wave signals against the second- and third-order distortion components. We also perform fiber transmission of three 156-Mb/s-BPSK signals on the 60-GHz band to demonstrate fiber-radio down-link systems. The total capacity of the down-link system is discussed. In addition, two methods for multicarrier generation on the millimeter-wave bands are proposed. Multicarrier generators supported by these methods can be used as local signals for up-link millimeter-wave signals. The first method is based on multitone modulation of the FP slave laser. We attempt the down-conversion of a 52-Mb/s ASK signal on the 60-GHz band by using the millimeter-wave local signals. The second method depends on the distorted modulation of the FP slave laser by using a single continuous wave signal where the DC-bias level of the FP laser's injection current is partly under the threshold value. We confirm that five carriers on the 60-GHz band are effectively generated by using the second method. Furthermore, the influences of the chromatic dispersion effects on the millimeter-wave local signals are investigated for both methods.