According to the manual, all symbolic links or programs in ~/Desktop/Autostart are run automatically at startup.
So fire up a text editor and create a file called pinboard.sh:
#!/bin/bash
rox -p=PIN
and save it. Make it executable (chmod +x pinboard.sh) and put it in the ~/Desktop/Autostart/ folder (~ is your home directory). Restart X and it should work.
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