There are a few ways to do that.

1. add your script or program in th form of absolute pass inside the /etc/rc.local before exit 0.

2.Use sys-rc-config to set a suitable start up level.
==Remember to disable your script before installing new software if you are using this way. Unregistered scripts will confuse the installation program and stop it.==

3.register the program as a service in the system.