1) 9.3 pro, i686, stock 2.6.11 kernel from the CDs.

2) Patches current.

3) Plenty of disk.

Neither

# /sbin/startproc -f -p /var/run/myproc.pid /home/me/myproc

nor

# /sbin/startproc -f -p myproc.pid /home/me/myproc

nor

# /sbin/startproc -f /home/me/myproc

nor

# /sbin/startproc /home/me/myproc

....ever creates the PID file, anywhere, let alone in /var/run. But
the process is running like a champ.