Hi,
what I do is add it to /etc/rc.d/rc.local and place it whereever you like.
I copied /etc/rc.d/init.d/iptables to iptables5 and then changed that script.
I also re-run it every 15 minutes (if something happens to iptables it will get refreshed in 15 minutes, which flushes all chains) by adding it to crontab
/etc/crontab
and the templates of crontab:
/etc/e-smith/templates/etc/crontab/....
You could also replace the /etc/rc.d/init.d script by it, but you must also find the template. I do not like replacing such scripts since after an upgrade your script will likely be gone.
hc