Arsenio,
Startup libraries can be defined in a few places with traditional SAS: in an autoexec file with LIBNAME statements, in a config (sasv9.cfg) file with -SET options. They could also be libraries that you defined in SAS Display Manager and then "saved" for startup in a user profile -- that isn't used for EG sessions.
If there is a metadata server, then that adds more places for potential libraries to be initialized.
If you know the libname definitions (libname statements) required for your libraries, you can add them to this option in EG: Tools->Options->SAS Programs: "Submit SAS code upon connection to server".
If you don't know your libname definitions...well, you'll have to consult with someone on your IT staff who does know them. You could also try SAS Technical Support to help.
Chris