Did you create a startup script in /etc/init.d/ based on a skeleton script? If not then chkconfig won't create a link to the script.
An easier way would be to add that line to /etc/init.d/boot.local
Code:
#! /bin/sh
#
# Copyright (c) 2002 SuSE Linux AG Nuernberg, Germany. All rights reserved.
#
# Author: Werner Fink <werner@suse.de>, 1996
# Burchard Steinbild, 1996
#
# /etc/init.d/boot.local
#
# script with local commands to be executed from init on system startup
#
# Here you should add things, that should happen directly after booting
# before we're going to the first run level.
#