how to load a kernel module at boot time

Hi ,
In my project i have written one driver on top of the parallel port.Now i want to Load my driver which is a kernel module to load into the kernel at boot time whenever i starts the system.
I am using Fedora Core 3 of 2.6 kernel. I have gone through some articles for loading a kernel module at boot time what they are saying is that add modules to /etc/modules and aliases in the /etc/module.conf but these two files are not there in my system. So please help me in this. I also want to load the application daemon which initializes the driver which will also wants to start at boot time.
I am greatful if you explain how to do it with a sample shell script example for both daemon application and driver module.

Is there in /etc/ a file called modeprobe.preload, open it as root with a texteditor en type the name of the module you that must be load at booting.