Hi,
I LXDE you need to add a desktop file in the ~/.config/autostart directory. (For one person, if you want it started for all, you will add it into /etc/xdg/autostart, and there is also one more method, adding "@program" in a file... see the LXDE wiki for more).
If no desktop file exists you can create it.
To create a small basic desktop file we can use lxshortcut. For example in console,
lxshortcut -o conky.desktop
starts a little window; once the fields filled, this is what I get:
[Desktop Entry]
Encoding=UTF-8
Type=Application
Name=Conky
Name[fr_FR]=Conky
Icon=utilities-system-monitor
Exec=/usr/bin/conky -c ~/.conky/conkyrc
Comment[fr_FR]=
StartupNotify=true
There is a help to it : "lxshortcut --help" or "lxshortcut --help-all" and so on...
I think I can change the last line of this desktop file to false.
In Archlinux, the .conkyrc I have is directly under my home. All configuration files tend to be placed into ~/.config/ in their own directory, (except for the ones which use lots of space.)which is cleaner and easier to manage.