Simple question on loading programs in emacs

[Haines Brown]

A simple question, but I'm lost in the manual. I want to start a session
of emacs that automatically loads an emacs program automatically instead
of having to do M-x program during the emacs session. I want to do this
because I have a custom emacs init file just for that emacs program.

I tried (autoload 'program "ProgramName" t), but this only sets it in
the environment. 

A related question: When I close that program within emacs, I want
it to close the emacs session as well. 

Haines Brown