Will delay() work in the code before the void setup() ? I assume it will, but like I said, can't test atm.
as PaulS states put the delay as first command in your setup().
Another option is to patch the Arduino main() function that can be found in main.cpp in your duino distribution
(this is 0.22 version, other versions differ slightly)
delay(10000UL); // <<<<<<<<<<<<<<<<< add this line
problem is that you will get it in every executable... but that is no problem either as you can remove it again ... and again ...