There should be a file called .bashrc in your home directory. This file gets executed whenver you login so just add the export command to it and you should be fine. This is what mine looks like, I run Fedora Core 2. I can't speak for what other distros do
# .bashrc
# User specific aliases and functions
export PATH=$PATH:/usr/lib/j2sdk1.4.2_04/bin
# Source global definitions
if [ -f /etc/bashrc ]; then
. /etc/bashrc
fi
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