When opening Nautilus it shows my Devices (which are actually just other partitions) like this:

However, they are not mounted. When I now click them, they get mounted.
What do I have to do to have them mounted automatically?
Which version of ubuntu are you using? For 12.10, I know the devices (eg pendrives, modems) are mounted by default when inserted when the computer is already on. But for a device such as a hard disk (or partition), it doesn't mount when you start the computer. You have to do that manually. I see that to be a security feature in Linux to prevent unwanted mounting of devices.