Hi, I'm new to BackTrack but I've been using Slackware for a while now... I know this thread's a bit old, but thought I'd stick my oar in anyway, and hopefully teach somebody something. In Slack 12 (might be slightly different in 12.1), edit /etc/rc.d/rc.inet1.conf and scroll down to the section commented as 'Example config information for wlan0'. All you need to do is uncomment (remove the # at the beginning) each line you will need. For a pretty standard
WPA-PSK DHCP setup, you should just need to uncomment
IFNAME[4] and change the value to the name of your wifi device (ath0, eth1, wlan0 etc),
USE_DHCP[4] (set it to "yes" - lower case). Next uncomment
WLAN_ESSID[4] and put in your own... Next up
WLAN_MODE[4] - set it to 'Managed'.
WLAN_KEY[4] needs to be set to your PSK, and
WLAN_WPA[4] should be "wpa_supplicant".
This should get it all going from startup, as /etc/rc.d/rc.inet1 script runs during startup.
It may all seem a bit daunting to those new to linux, but you're gonna have to get dirty sooner or later

These scripts are really useful to know back to front for anything network related.
P.S. If you really want to use your own script to connect, then just edit /etc/rc.d/rc.local and add a new line which is the location of your script. That will cause it to run this script as soon as the machine finishes it's init scripts.
X-T