depends what distro as some put them in different places.
try
if not then try other such paths like
(if i was on my FC box right i'd be able to give you better ones to try, sorry, they are ones i pulled up in a search)
Anyway, you will find files named S or K then a number, S is start, K is kill, the lower the number the higher it's priority i believe. Take a look at some examples in there, but you should be able to make a new file and add the lines i supplied.
Don't forget to give it executable permissions:
to test it works: