Well, the advice to change the '.xsession' file is slightly outdated. Until TC 2.10 that was the way to go, but since TC 2.11 the '.xsession' file itself contains the code to utilize the '.X.d' directory.
Now I take it you are have difficulties to "see" '.xsession' and / or '.X.d': As you might know in *NIX file names starting with a dot character are hidden files (or directories, etc.). To list them you use the '-A' (or '-a') option for the ls command. Therefore if you use ls -lA ~/.xsession ~/.X.d you should be able to "see" them.
Furthermore I'd imagine that something along the lines of echo "firefox &" > ~/.X.d/firefox is what you are after to create such a startup file.