Supergiant Fast X-ray Transients (SFXTs) are a new class of High Mass X-ray Binaries, discovered by the INTEGRAL satellite, which display flares lasting from minutes to hours, with peak luminosity of 1E36-1E37 erg/s. Outside the bright outbursts, they show a frequent long-term flaring activity reaching an X-ray luminosity level of 1E33-1E34 erg/s, as recently observed with the Swift satellite. Since a few persistent High Mass X-ray Binaries (HMXBs) with supergiant donors show flares with properties similar to those observed in SFXTs, it has been suggested that the flaring activity in both classes could be produced by the same mechanism, probably the accretion of clumps composing the supergiant wind. We have developed a new clumpy wind model for OB supergiants with both a spherical and a non spherical symmetry for the outflow. We have investigated the effects of the accretion of a clumpy wind onto a neutron star in both classes of persistent and transient HMXBs.