The script to start/stop it with should go in
/etc/rc.d/init.d, look in that dir for examples.
Now link that file to the runlevel you would want to run it in, /etc/rc.d/rc3.d for network & multiuser enabled level w/o graphical login, and /etc/rc.d/rc5.d for network & multiuser enabled level w graphical login. Don't forget to prefix it with a capital "S" and a number in the sequence, the "S" means start, and the seqnr is the time it's started at IMO the number should be higher than "networking".
Now add a link to /etc/rc.d/rc0 and /etc/rc.d/rc6, respectively shutdown and reboot levels, prefix it with a capital "K" for kill and a number in the sequence.
*If you don't want to go tru this you could add it to your rc.local to start it.