In order to get Debian to start a firewall script on boot up, get the script to run before the network interface starts.
and place the script at the start with the path and the pre-up command e.g.
# The primary network interface
iface eth0 inet static
# dns-* options are implemented by the resolvconf package, if installed
Note: the fwr.sh is the IPTABLES Script, see IPTABLES posts for details about this.