Is it possible to set environment variables for user in linux?

I have windows box, also there is开发者_StackOverflow中文版 linux box where I have my account /home/my_username. Every time to connect to linux I'm using ssh client in windows (cygwin ssh.exe). But every time after logging in I'm running some script to set some environment variables. So the question is following can I set environment variables for my user (not changing others) to not run each time script?

usually you set this in your shell.. depending what you have: bash, sh, ... add your stuff in /home/user/.bashrc for example and it will be executed after login

Assuming the linux shell is bash, please refer to http://www.gnu.org/software/bash/manual/bashref.html#Bash-Startup-Files. For other shells, the files will vary. The manpage also ought to tell you which file needs to be modified. man <shell>