There are ways to set this up.. upon boot by putting something like this in cron:
If you're logging in via ssh and want something to run automatically, you can put a line in your .bash_profile file in your home directory...
If you're logging in via a GUI like Unity, XFCE, Gnome, etc.. they should each have ways to accomplish this as well.
I'm thinking you mean when you log into your desktop graphical session.. which window manager are you using? For example, the default w/ Ubuntu is Unity (for the time being)