Which distro are you using and which version? Those are two areas where they can vary a bit.
A generic, quick-and-dirty option for getting it to start automatically that
might work for your system could be to launch it from rc.local
Code:
/usr/sbin/freegeoip > /var/log/freegeoip.log 2>&1 &
The log file has to be owned or otherwise writable by the account running the program. Group permissions work, too.
Then, if your system has it, put in a line in /etc/logrotate.conf and restart the daemon. logrotate.conf has its own manual page with details, but you can also copy one of the existing settings and adapt it. Be sure to set the right user, group and permissions in the configuration.