Sachin,
There is no "autoexec.bat" file to speak of in Linux. There are different run-levels that correspond to different levels of access to the system.
http://seva.chicago.il.us/writings/a...alg-init.shtml
Each run level has different scripts that it will either run or make sure are not running. These scripts can be found in the /etc/rc.d directory. Each of these scripts can be editted in any text editor as long as you have permission to make changes to these files.
For example, /etc/rc5.d is the directory for run-level 5. In this directory you will find a list of symbolic links to /etc/rcd.d (going off of memory here, since I'm at work on a windows machine) which is where all of the scripts are located. A script for a firewall could be called simply "firewall". In the /etc/rc5.d directory, you would see a sybolic link called S10 firewall, which tells the system to start the firewall script in /etc/rcd.d. The 10 means that it would be the 10th (or so) item in the startup for that run-level, so it would have to start prior to #11 and so on.
If you want to change the way a system starts up at any run-level you can either modify the script, delete the symbolic link, comment it out in that run-level directory, or tell it to kill the process (K10 instead of S10).
That's it in a (wordy) nutshell.