Start automatic app after login

[Edilmar Alves - Lista]

Hi,

I have Fedora Core 2 with GDM default login.
I didn't find what file I need to create/alter/configure to start a 
application after login. I know apps like Nautillus or Terminal that I 
don't close when logging out are automatically open after login. But, if 
I have other executable program or a script that I have to start, I 
don't know how to configure.

Thanks,