Newbee question?

Hi all; Is there a function in PHP that always executes first before loading anything else in a directory. In Cold Fusion it's called an application.cfm and ASP has a global.asp. You put the file inside a directory and any time a file is requested from that directory the script in the global or application file is executed first. It is how most login scripts are set up. I suspect PHP has something along this line but what is it called? I've looked in my book but w/o having some idea of what it is called in PHP I'm not having much luck finding it. Ed