The programs that are run on system startup are managed in a special application on Linux. Open Startup Applications from the distribution's main menu to find a list of programs already being run everytime you log in - you have the option to enable or disable existing entries, edit or delete them and to create new ones - click on Add to do so.
A new window with three text fields will open:
Name: Enter the name of the entry that will be shown in the previous menu.
Command: Enter the terminal command that launches the program you want to start - to see if you got the correct one, test it in a terminal (e.g. firefox, nautilus). If you want to start a program with root privileges, append the gksu string before the program's name (e.g. gksu nautilus).
Comment: Enter the comment that will be shown below the name in the previous menu.
Click on Add afterwards and close the startup applications window. Reboot your machine to test the configuration.