Hi vtboyarc,
The answer is a bit late, but... 2 things:
1/ To launch a program when the session starts : in the system settings, in the part on the accounts, there's a tab in which you can or remove programs that are launched when the session starts.
2/ To say something, you can use the 'say' command in a terminal.
So here's a script that will say 'hello' when launched:
#!/usr/bin/env sh
say hello
killall Terminal
You copy/paste it in a text editor and save it as 'say-hello.sh'.
Then open a terminal window and type 'chmod +x XXX' where XXX is the location of the script.
The script is now an executable and you can add it to startup programs using 1/.