How to add a start up program to linux?

When do you want the program to start? When you log in to a console, when you log in to an X session, when the machine boots up? The first can be accomplished by modifying the ~/.bash_login script which gets run when you log in to a bash shell. Starting a program when you log in to a graphical session depends on what you're using--most graphical login programs (gdm for gnome, kdm for kde) let you have per-user sessions, although this can get somewhat complicated. I don't know about KDE, but Gnome also has a gnome-session program that can optionally rerun any programs that were open when you quit. You can modify what it runs by going to Desktop -> Preferences -> Sessions if you use gnome. I haven't used KDE in a while, so I'm unfamiliar with session management works with it.