just open the daemon's startup script and add a line to your script...
like if my FTP server's startup script was
/etc/rc.d/rc.ftpd then i would just open that in a text editor and add a line to wherever my script is so that it will get executed whenever the
rc.ftpd script is executed...
the runlevels your script runs at will be whatever runlevels the
rc.ftpd script runs at...
to have it tied-into the binary itself i think you'd have to patch the daemon's source code before you compile it...
just my

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