well, I'd suggest a much cleaner way:
put a line in /etc/modules.conf
alias eth0 <modulename>
where eth0 is the interface name and <modulename> is the name of the kernel module you'd like to load, for 3com Ethernet cards for example this would be: 3c59x.o
This option loads the modules automatically when you try to activate / use eth0, thus it's marked with an "autoremove" option (what doesn't make sense for network cards) where the kernel can remove the module automatically when it isn't used to save memory.
I recommend this because it's easier to check /etc/modules.conf if you want to compile a new kernel - most modules you use are in there - than to check every script in /etc/rc.d/init.d whether it loads a module or not.
And, imho, it's easier to play around with modules, let's say if you want to test a new driver.