There are different ways to achieve this, but here is a simple way of doing it.
I created a new start up application under the Start Up Applications Preferences, which is located under System>Preferences>Start Up Applications.
Here is the command that I placed in the command box:
gnome-terminal -e "java -Djava.library.path=/usr/share/pcmonitor/lib/ -jar /usr/share/pcmonitor/bin/pcmonitor.jar -c /usr/share/pcmonitor/etc/pcmonitor.conf &" &
For my particular case, I'm trying out Mobile Pc Monitor which requires to run a .Jar file. But any other applications/commands can be used.
gnome-terminal -e "COMMAND IN HERE" &