I made a script?
... Oh, that one. OK, gotcha.
You probably want to put it into runlevel 3 and 5 (for Mandrake at least) so that it always starts regardless of whether you boot directly to a GUI or you log in at the console first.
You also want to put it into runlevels 0 and 6, but in "kill" mode (I'm not sure how your sysvinit editor determines that, having never used any of them), so that it stops when you shut down and reboot (respectively).
To double check that everything's OK after doing whatever in the sysvinit editor, you can ls /etc/rc.d/rc[0356].d/*folding from a console. You should get something like this:
/etc/rc.d/rc0.d/KXXfolding
/etc/rc.d/rc3.d/SXXfolding
/etc/rc.d/rc5.d/SXXfolding
/etc/rc.d/rc6.d/KXXfolding
(it may not be the case that they're each on a separate line, either, but that doesn't matter)
Where the various "XX" values will depend on where in the list you put it. I have mine start up last and shut down first, but that's not strictly necessary; as long as it starts after "mountfs" and shuts down before it, you should be good.