Setup udev daemon... [Done]
Loading modules... [Done]
Checking data partition... [Done]
Setting keymap to us [Done]
Detecting Mouse is PS2 [Done]

etc/init.d/local: line 21: /E-LE/DIALER/device: Permission denied

Since I am new to Linux i don't understand these things, can you help me in understanding why this software automatically runs when i start the computer.

Nothing we can tell you, based on what you posted. Read the LQ Rules, the "Question Guidelines" and "How to ask a smart question" links. You tell us NOTHING about the version/distro of Linux, whether this is a new install or not, new problem, etc. You don't even tell us what the actual issue is, or if your system is working.

And a subject line of "Help me" doesn't tell anyone about your issue/problem. Provide details and we can try to help.

/etc/init.d files are run as part of the system startup.

These are part of the System V init process. (I pronounce it System Five, I've heard others say "Sys-Vee", and of course others say derogatory things about it.)

You'll find that there are very divisive views about Linux system initialization. I myself just try to become familiar with each of them so that I can accomplish what I need to do.

If you wish to know greater details about this part of Linux initialization, search the web for things like "linux init.d" or "linux sysv init"

Here's one or two that I found that I feel give an OK overview, nothing detailed:
Wikipedia entry for init
Linux: Init Process/PC Boot Procedure

You use more descriptive thread titles, this is shown when you start to post a new thread.

Welcome to the forums.

Look in the file that the message names, i.e. /etc/init.d/local. You can put it into an editor or list it at a terminal using the cat command. Look particularly at line 21 of the file because there is clearly an error of some kind on that line. It looks to me like something to do with bluetooth.

Tell us what was on that line and we can begin to work out together why it caused an error.

You are new to Linux, but Linux error messages are usually very informative and helpful. The first step in learning why something went wrong is to study the error messages you get and do what they tell you to do. In this case you are implicitly instructed to look at line 21 of this file, so do that.