If you're using v3.x and a system with SysV-style initscripts, the hq-agent.sh is already ready to go, and you just need to create some symlinks.
Suse Linux:
cd /etc/init.d
ln -s $PATH_TO_HQ_AGENT/hq-agent.sh hyperic
cd rc3.d
ln -s /etc/init.d/hyperic S99hyperic
ln -s /etc/init.d/hyperic K01hyperic
cd rc5.d
ln -s /etc/init.d/hyperic S99hyperic
ln -s /etc/init.d/hyperic K01hyperic
On AIX, of course the init.d is in /etc/rc.d/init.d, and the default runlevel is /etc/rc.d/rc2.d.
Season to taste.
I guess it's time now for me to submit a patch to the server part, as well.