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1. Create a script and place in /etc/init.d (e.g /etc/init.d/myscript). The script should have the following format:

#!/bin/bash
# chkconfig: 2345 20 80
# description: Description comes here....

# Source function library.
. /etc/init.d/functions

start() {
    # code to start app comes here 
    # example: daemon program_name &
}

stop() {
    # code to stop app comes here 
    # example: killproc program_name
}

case "$1" in 
    start)
       start
       ;;
    stop)
       stop
       ;;
    restart)
       stop
       start
       ;;
    status)
       # code to check status of app comes here 
       # example: status program_name
       ;;
    *)
       echo "Usage: $0 {start|stop|status|restart}"
esac

exit 0

The format is pretty standard and you can view existing scripts in /etc/init.d. You can then use the script like so /etc/init.d/myscript start or chkconfig myscript start. The ckconfig man page explains the header of the script:

 > This says that the script should be started in levels 2,  3,  4, and
 > 5, that its start priority should be 20, and that its stop priority
 > should be 80.

The example start, stop and status code uses helper functions defined in /etc/init.d/functions

2. Enable the script

$ chkconfig --add myscript 
$ chkconfig --level 2345 myscript on 

3. Check the script is indeed enabled - you should see "on" for the levels you selected.

$ chkconfig --list | grep myscript