I'm not really an expert in things like this, but if you're using bash you can edit the file .bash_profile.rc (which should be in your home directory). Notice the dot in front of the name meaning it's hidden (so use 'ls -a' to see it, or if you use X, set your File Navigator to show hidden files).
The first line of the file should be a comment (starting with #) so ignore it. Type in the path and name of your program on the line right after the comment (or the first line of the file if there's no #)
Here's an example(let's say your program is /usr/bin/prog1)
<-- type this line in
other bash stuff
Also if the program is not an executable, make sure to put a dot and a whitespace before it's path:
Final Note : Just for precautions make a copy of .bash_profile.rc and put it somewhere else (so if something goes wrong you can always restore the original file as root)