How to run a script at startup?

[Bryan O'Neal]

Ok, apparently things have changed since I had to do custom start up
scripts.  I tired dumping my script in /ete/init.d/ and sim-linking  it
out in /etc/rc6.d, /etc/rc5.d, & /etc/rc3.d but I get nothing for my
efforts.  I goggled around and found chkconfig but all I get is does not
support chkconfig.  I goggled some more for how to write a service
script but got nothing useful back.  

Suggestions?