Well, yes I did google, but definitely not enough, so thank you for the hint.
I ended up downloading SManager from the market and I'm using it to run the init.d script. I do wish that we had native init.d support, and maybe we do, but I couldn't figure it out.
But I'm very happy now, so thanks to all.
Just to summarize. SLAAC for IPv6 doesn't work without setting "net.ipv6.conf.wlan0.accept_ra_defrtr=1". I'm also setting "net.ipv6.conf.all.accept_ra_defrtr=1" and "net.ipv6.conf.default.accept_ra_defrtr=1". I'm doing this via "/etc/sysctl.conf" which is called by a script which runs "sysctl -p" which is called by SManager.
P.S. The real main point of all this is that Cyanogenmod rocks and you guys are great, so thanks.