You are using Red Hat 6.2 if I recall correctly. You could do it the quicky way and just add a line to rc.local or you could do it the "right" way:
1) create a file in /etc/rc.d/init.d (The name is arbitrary - I usually use the program name).
Code:
#!/bin/sh
# Startup script for program
#
# description:
# Source function library.
. /etc/rc.d/init.d/functions
[ -f /path/to/program ] || exit 0
case "$1" in
start)
echo -n "Starting program"
/path/to/program -options
echo
;;
stop)
echo -n "Shutting down program "
killproc programname
echo
;;
status)
status programname
;;
restart)
$0 stop
$0 start
;;
*)
echo "Usage: program {start|stop|restart|status}"
exit 1
esac
exit 0
2)Make a symlink in the appropriate run level directories (usually /etc/rc.d/rc3.d) named S95filename and a symlink in /etc/rc.d/rc0.d named K50filename.