I added one start script in /etc/rc.d/rcx.d/Smyscript.
In Smyscript, I started some daemons, some are real daemon writtten in
C code, some are really shell scripts put in background (let me refer
this one as backgrgound process after ). I noticed that the real
daemons stay, but the background processes are always killed after
Smyscript finished.

Is it supported to be that way, or my kernel configuration is wrong?

Thanks,
Max