I haven't done this myself but when I was looking into it. There is a program called devilspie
that can remember all sorts of things about windows. I don't know the gory details, but I found a few things that could help you get started: Ubuntu Forum Search - devilspie gDevilspie - GUI Configuration for devilspie
* side note: KDE can do this, Gnome devs didn't think it would be a good thing I guess.