Shell variables - help

[Munisuvratha Chetan]

I have a shell program that sets certain shell variables
according to certain working environment.  If I execute this
program after logging in, the login shell does not have those
variables (of course, because the shell program is executed in
a new shell).
How do I tell the current shell to execute the shell program in
the current shell, and NOT in a new shell ?
Or, isn't there any such mechanism ?

Thanx a bunch.