You can add the necessary lines toward the end of startup. . .
I have, at the end of /etc/rc.d/rc.inet1:
echo nameserver XXX.XXX.XXX.XXX >> /etc/resolv.conf
/etc/rc.d/rc.inet1 is the shell script which sets up the networking devices. You won't find this file on MDK, but there is a similar config file somewhere under /etc.