You can either add the command to one of the existing start / stop scripts in /etc/init.d, if the command is related to one of the services. Or you make a new startup script in /etc/init.d and set a symlink in the rc0.d - rc6.d directorys, depending on the runlevel when you want to run the command.
what do u mean run level, i want it to run top priority. its a game server that i want to start up on boot the cmd is in /usr/local/games/ja and i have to execute this cmd ./linuxjampded +set dedicated 2 +set fs_game japlus +set net_port 29070 +set com_hunkmegs 64 +exec server.cfg ho do i do that