This should probably be in the aix forum, but anywho...
Assuming that you want them to run in run level 2, put them in: /etc/rc.d/rc2.d
The script should have a capital "S". For example, I have an agent that starts up automatically. The script is called /etc/rc.d/rc2.d/Sagent
There are other ways to do this. You could make it a service, tie it to another startup script, or add it to inittab. You get the picture. I prefer this way though. Short and easy.
-Spamly