You mean you just want a shell script to load, say, three programs one after the other?
Code:
#!/bin/bash
# Above line says to use bash to interpret the script
# run an xterm in the background
xterm &
# run xmms in the background
xmms &
# run the giFT daemon (which is background anyway with the -d switch)
giftd -d
Save as a text file and then do chmod +x <filename> to make it executable.