Hello John,
you can create a ".desktop" file like for example:

/home/knoppix/Desktop/kn-what.desktop
Code:
[Desktop Entry]
Encoding=UTF-8
Type=Application
Name=my Installation
Name[de]=aktuelle Installation
Comment=Lists of all programms and libraries
Comment[de]=Listen aller Programme und Libraries
Icon=accessories-dictionary
Exec=/etc/alternatives/x-terminal-emulator --geometry=100x24 -e /usr/bin/kn-what
Terminal=false
StartupNotify=true
Categories=System;
Write your command at "Exec=.." and for "Icon=.." select an icon from '/usr/share/icons/hicolor/'. You'll find many examples at '/usr/share/applications'.

Also have a look at https://wiki.archlinux.org/index.php/LXDE
=> Autostart Programs