If you set the environment variable PYTHONSTARTUP to the name of a file, it will execute that file on opening the interactive prompt.
I don't know anything about paster shell, but I assume it works similarly.
Alternatively you could look into iPython, which has much more powerful features (particularly when installed with the readline library). For example %run allows you to run a script in the current namespace, or you can use history completion.
Edit:
Okay. Having looked into it a bit more, I'm fairly certain that paster shell just does a set of useful imports, and could be easily replicated with a short script and ipython and then %run myscript.py
Edit:
Having looked at the source, it would be very hard to do (I was wrong about the default imports. It parses your config file as well), however if you have Pylons and iPython both installed, then paster shell should use iPython automagically. Double check that both are installed properly, and double check that paster shell isn't using iPython already (it might be looking like normal python prompt).