Depends on your distribution. MOST *cough*notslackware*cough* use a simple system for controlling what gets started. Startup scripts start in /etc/init.d (/etc/rc.d/init.d/ for redhat). Then, depending on your runlevel # (see /etc/inittab), you create a symlink from /etc/init.d/scriptname to /etc/rc#.d/SXXscriptname where XX is a number that controls what order things are started in (be sure it starts after your network config!) (thats in /etc/rc.d/rc#.d/ on redhat)
Squid should have come with a script, if not, there is usually a skeleton script lying around in that init.d directory, or you can gut someone else's script and use that. Make sure the script is executable.