From DD-WRT Wiki
Sometimes you want scripts to be executed automatically when something happens, this article explains how to make sure scripts get executed at a certain point.
 General Information
There are four different directories DD-WRT searches for scripts, these are
 Script Types
You need to add an extension to the script if placed in one of the previous folders. Every extension has its own meaning.
|.startup||will be executed on system startup, normally boot-time and before the firewall is configured.|
|.prewall||will be executed whenever the WAN interface goes up and before the firewall.|
|.wanup||will be executed whenever the WAN interface goes up and after the firewall.|
|.if||will be executed whenever any interface goes up and after the firewall. (no longer in source code, must be deleted)|
|.ipup||is run when PPP connection is reestablished after a disconnect and after the firewall.|
|.ipdown||is run when a PPP connection has been shut down. (no longer in source code, must be deleted?)|
|.sesbutton||is executed when the SES/AOSS/EZ-SETUP button is pressed|
Remember to change permissions on any script files using chmod (chmod +x script_name) to permit execution. Scripts with .wanup may be run several times when the router boots. ( see http://www.dd-wrt.com/phpBB2/viewtopic.php?p=433984 ). People using WinSCP to transfer files to their router can right click on the filename after uploading and select "Properties" to change permissions.
 Execute Scripts with a Different Extension or in a Different Folder
If you want to execute scripts with a different extension or those that are located in an other folder you can create this script
for I in `/bin/ls /jffs/etc/config/*.myextension`;do sh $I & done
Of course you need to change the path (/jffs/etc/config) and the extension itself to match your desire.
 How It Works
The command sh /jffs/etc/config/*.myextension will execute every script ending in .myextension found in the /jffs/etc/config directory. By setting this as the rc_startup value, your *.myextension scripts will load every time the router boots.