If you want something to start automatically when you log into Ubuntu similar to the Windows Startup folder's functionality, what you're looking for is System -> Preferences -> Startup Applications.
There, you can uncheck anything you don't want to auto-start (or remove it from the list entirely). You can also add programs to the list. Click the Add button and browse for the application. I prefer typing in the applications path, and if you do as well, you can enter it in the location bar and it will attempt to auto-complete for you. If you don't see the location bar, click the wand in the upper-left corner. You can include command line parameters as well.
For those still dipping their toes outside Windows, you'll find most of the things you run located in the folder /usr/bin. Think of it as being akin to C:\Program Files\ but without the subfolders separating all the different programs out.
You'll also find a check box on the options tab for remembering what programs are running when you log out so they can be restarted when you log back in. (I leave it unchecked as I sometimes log out as a way of getting rid of nuisance software.)
I must thank the How-To Geek article for doing this on Ubuntu Edgy Eft for putting me on the right path to finding this (it's changed a little from Edgy Eft).
