Auto starting programs in X

I cannot find a way of automatically starting an X program. Is there an equivalent to the Startup folder in Windows. I have read that you can put an entry in init.d but that does not work. I am using the syntax /path/programname is that correct or should you use some other form, and if init.d does not work, is there a better place to put the command. The command as I have written it works from an X terminal. Regards, David