Over the last couple of months, a lot of new Linux users have written in to ask how they can get apps to launch automatically in GNOME like they can in Windows. So rather than continue to answer everyone individually, here's an easy tutorial for everyone. This tutorial is specific to GNOME, because everyone who asked about this was interested in GNOME specifically. Here goes.
In GNOME, which is the default desktop environment for Ubuntu and many other popular Linux distributions, startup apps are most easily managed in the Sessions preference tool. To get to it, click System > Preferences > Sessions. The first tab in Sessions is the Startup Programs pane, which—as the name implies—manages your startup programs. It should already have a few things in there, like Network Manager, Volume Manager, and other default utilities, depending on which distribution you're running.