clarification on firewalling

I'd like some clarification on firewalling. For the record, I am running 
Slackware 11.0.

My understanding is that the firewall script should be installed in the 
/etc/rc.d/rc.firewall position in order for the script to be executed at 
startup.

What I have found is that Guarddog installs the script to 
/etc/rc.firewall. I got tired of copying this to the /etc/rc.d/ 
directory every time I made changes so I made a symbolic link as follows:

ln -s /etc/rc.firewall /etc/rc.d/rc.firewall.

As far as I know it works--though I see nothing at bootup as the words 
fly by.

I deleted the symbolic link to see if it was working on a test machine. 
What I found was that the firewall worked regardless of a sym link or 
file in the /etc/rc.d/ directory.

Does a firewall work just by being placed in the /etc directory? And do 
I need to place a link in the /etc/rc.d folder to start Guarddog at boot up?

A little confused as to what is happening here...

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