In EG 4.2, if you want to see exactly what is run when SAS initializes:
* View->Server List
* In the Server list, expand the server you are connecting to (ex: "SASApp" or "Local")
* Right-click on the server name and select Properties.
* Click on the Software tab.
* Click on View Initialization Log.
This will show the startup log, just like you are used to seeing within traditional SAS environments. It includes the additional options/macros that EG submits when SAS starts. The options are set this way to provide a better user experience for most users, but as Richard said, you can override the system options with your own statements in that Tools->Options setting.
See also:
http://www.sascommunity.org/wiki/Tips:User_Specific_Autoexecs_in_Enterprise_Guide
Chris