Numerous ways to do it.:
- stick it in /etc/rc.local or (more recently) in /etc/rc.d/local
- plenty of other scripts in /etc/rc.d to stick it in depending on what run states you want to tap into. Look at /etc/netstart for hints, or look at /etc/rc.d/netif or /etc/rc.d/netoptions
- stick a shell script that starts it /usr/local/etc/rc.d (like the way Samba and apache does it)
- if it uses an IP port, you can use /etc/inetd to start it when that port is triggered
