Putting the whole path in worked for me, but I had to work with a different autostart file to get everything to run.
Try this:
open a terminal
cd .config/lxsession/LXDE-pi
nano autostart
Then add
@/usr/bin/lxterminal --geometry=90x35 -e /home/pi/cgminer/cgminer
to the last line. Save and reboot.