the word "service" doesn't really exist in unix world... "service" applications are something that only exist in windoze world, in unix, you add scripts, applications or programs to "bootup script" but their code (of the scripts/application you want to run on boot) will not be any different. They just run on boot, in an automated way, but it would just like you start these yourself by hand.
Now if you want to run your script everytime your mysql receive a request... Well, I'm not an MYSQL expert, not at all, but I suppose it is possible to so, with some tweak. You could, as example, log all request into a files then make a C program that perform some operation when a certain request is written into the files.
BUT, doing so (running a script at each request) would be _very_ intensive, I wouldn't recommend it, it will probably kill the performance of your server... what will your script does exactly? Maybe there is better way to do so?