Application_Start on umbraco

public class MyGlobal : umbraco.Global
{
    protected override void Application_Start(object sender, EventArgs e)
    {
        base.Application_Start(sender, e);

        // Insert your startup logic here
    }
}

in 

http://blog.mattbrailsford.com/2010/07/11/registering-an-application-start-event-handler-in-umbraco/