How to automatically run a script when X session starts

[AngusM]

I know all about .bashrc, but when if I want something to run only when logging into an X-Windows session? I've Googled for all kinds of things like

"x-windows" login "automatically run"
but I don't get anything helpful.

[scragar]

System>preferences>Startup applications

[AngusM]

I probably should have pointed out that I'm running 8.04. It's not there.

[AngusM]

Maybe if someone just explained to me, then, what files get changed by System>preferences>Startup applications, that would be enough.