Solaris 10 lets you run what it calls "legacy services" as they run in Solaris 9 and lower.
The usual setup is to create the run crontrol script in /etc/init.d and then link it to any of the /etc/rcX.d directories - usually rc3.d for scripts other than system scripts - depending when you want you script to start or stop The run control script should have options for stop and start, and you should create 2 links, one starting with S, one starting with K, so the OS knows what to start when it's booting up, and what to stop when it's going down.