Original Ubuntu bug here: https://bugs.launchpad.net/ubuntu/+source/gnome-session/+bug/950898

Select (in 10.04) the System -> Preferences -> Startup Applications... menu choice. Then click the Options tab and notice the "Remember Currently Running Application" button. The button has a typo, it should say "Applications" (plural) because all running applications are remembered.

A simple patch (by Nathan Williams) is:

=== modified file 'data/session-properties.ui'
--- data/session-properties.ui	2009-07-20 11:48:14 +0000
+++ data/session-properties.ui	2012-04-25 04:17:17 +0000
@@ -168,7 +168,7 @@
                     <child>
                       <object class="GtkLabel" id="label7">
                         <property name="visible">True</property>
-                        <property name="label" translatable="yes">_Remember Currently Running Application</property>
+                        <property name="label" translatable="yes">_Remember Currently Running Applications</property>
                         <property name="use_underline">True</property>
                       </object>
                       <packing>