I'm not totally sure what you mean by ``set it to rw'', but if you meant that you had to set it executable, you're right. That'll be fixed in the distro shortly.
Secondly, all that you need to do in order to make something start on boot is place a shell script in /etc/preinit.d that starts it. It's intended for program distributors to include that script, but no one, including me, has done it yet. I also want to make an installer program, which will make all of this totally painless. However, to answer your question, put a script with any name (empegVNC makes sense) in /etc/preinit.d that looks something like this:
#!/bin/sh
/empeg/bin/empegVNC
It need not be executable. Make
sure, though, that you have a recent version of empegVNC, otherwise, this will block and prevent the empeg from booting.