If you want to do this for every user, change to
/etc/xdg/autostart/. If it's only for your user account, go to your home directory and to
.config/autostart/. There should be lots of .desktop-files here.
Create a new file named
yourcommand.desktop, e.g. for VLC by using
sudo nano vlc.desktop.
Then add the following information in the file:
Save the file. That should do it. For any other command, change the Name and the Exec line. The Exec line should point to something you can run, obviously. In this case it's the
(I tested this with Ubuntu 10.10, worked like a charm)