Hey there. I'm not exactly a newbie, but I am to gnome. There are two ways you can do this:
1) make sure the program is open and "save session" when you log out. This won't work for simple command line programs that aren't gnome aware, though.
2) Go to "Desktop Preferences" on the gnome menu and click "Sessions" That will bring up the sessions manager. you can then click on the third tab which is called "Startup Programms." You can start up anything from there.
dv8