Do you mean when the system starts, when X windows starts, or when your user logs in? There are different ways to do each of these three things.
For system starts: put the command in /etc/rc.local (true on most systems, some have slightly different ways, though
For X starts: Add to ~/.xinitrc or to your window manager's startup sequence
For user login: add to ~/.bash_profile, ~/.bashrc, or other shell startu pscript as appropriate