MySQL specific database configuration file
Let's say


you are using MySQL in Linux
datadir is /var/lib/mysql


You could use the init-file option

You could just create an init file called /var/lib/mysql/init-file.sql

Put the customer SQL in /var/lib/mysql/init-file.sql

You could then try one of two things

Try #1

Add this to /etc/my.cnf

[mysqld]
init-file=/var/lib/mysql/init-file.sql


then run

service mysql restart


Try #2

Directly run this

service mysql restart --init-file=/var/lib/mysql/init-file.sql


Give it a Try !!!

CAVEAT

That was a global setting of init code. If your session has to enable autocommit, then just run

SET autocommit=0


in the session or put SET AUTOCOMMIT=0 in the init-file option file. This may still not produce the effect you want since everything goes back to default settings upon connection termination.

UPDATE 2013-02-28 15:40 EST

If you are looking for a startup option for my.cnf to affect the client, try this:

[client]
autocommit=0


or

[mysql]
autocommit=0


Perhaps try adding another my.cnf in the Linux home directory with these options

For more information, see the MySQL Options File Documentation