To start the burp server run:

/etc/rc.d/rc.burp start

To start burp automatically on boot up, add these lines to /etc/rc.d/rc.local

# Start burp
if [ -x /etc/rc.d/rc.burp ]; then
  /etc/rc.d/rc.burp start
fi

and the following lines in /etc/rc.d/rc.local_shutdown to stop burp on shutdown

# Stop burp
if [ -x /etc/rc.d/rc.burp ]; then
  /etc/rc.d/rc.burp stop
fi

Naturally, ensure that all these scripts have executable permissions.
