All you need to do is add two lines of comments to your /etc/init.d/SCRIPTNAME script that tell chkconfig at which runlevels it should run.

from this manpage:

       For example, random.init has these three lines:
       # chkconfig: 2345 20 80
       # description: Saves and restores system entropy pool for \
       #          higher quality random number generation.
       This  says that the random script should be started in levels 2
+, 3, 4,
       and 5, that its start priority should be 20, and that its stop 
+ prior-
       ity  should be 80.  You should be able to figure out what the d
+escrip-
       tion says; the \ causes the line to be continued.  The extra sp
+ace  in
       front of the line is ignored.
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The runlevel determines at which runlevels the deamon should run. The system is always in one runlevel only. Usual runlevels are 3 for multi-user non-graphical (default mode for server machines), 5 for multi-user graphical mode (default mode for desktop machines) and 1 for single-user non-gui mode (for low-level system management and repair). what each runlevel is for can be changed, these are just usual configurations

To see which run-level is the default for your system, take a look at /etc/inittab. There should be a line about that at the top somewhere. Mine looks like:

# The default runlevel.
id:3:initdefault:
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So my machine's default runlevel is 3 (though I also use 5)

The start and end priorities determine the order in which deamons are started and stopped: higher start priority means it's started later than lower priority.

After you've done that, run "chkconfig --add NAME_OF_SCRIPT_IN_INITRD" to add it to the list of deamons to start automatically.