This is somewhat distribution specific, however there is the init script that is part of Gentoo, it will require some slight modification to work on other distros as there is some Gentoo specific stuff in it:

#!/sbin/runscript
# Copyright 1999-2005 Gentoo Foundation
# Distributed under the terms of the GNU General Public License v2
# $Header: /var/cvsroot/gentoo-x86/net-misc/astmanproxy/files/astmanproxy.rc6,v 1.1 2005/07/13 02:47:55 stkn Exp $

depend() {
need net
}

start() {
ebegin “Starting astmanproxy”
start-stop-daemon –start –exec /usr/sbin/astmanproxy
eend $?
}

stop() {
ebegin “Stopping astmanproxy”
start-stop-daemon –stop –exec /usr/sbin/astmanproxy
eend $?
}

Any ideas how to set astmanproxy up in the init.d folder?