Some times, some of us may need to start a program when starting Debian. One example could be the instant messenger program Pidgin or it could be Vuze for people who want their downloads to start automatically.
GNOME has an elegant solution for this. Go to System -> Preferences -> Sessions and here you can add a list of programs you want to start with every session.
In KDE4 there is a similar choice in Control center -> autostart.
If you are using KDE 3.5, which comes with Debian Lenny as a default, you will need to add the program manually to ~/.kde/Autostart