Each time Stata loads, it runs the commands in the profile.do file located in the Stata installation directory (typically "c:\program files\stata11" on a Windows machine). This provides a handy way to configure your Stata environment just the way you like it. For instance, if you often find that 10MB of memory isn't enough, that you want a global pointing to a particular location*, and that your custom ADO files are in another location, your profile.do might look like:
set mem 50m
global xdrive "c:/xdrive"
adopath ++ "$xdrive/projects/ado"
* This is particularly useful when you routinely do your work on several computers with different directory structures.