With the recent release of Yosemite, Apple changed the way startup items works (they removed support for the old StartupItems way).

So in order to automatically launches cubeSQL on system startup you need to copy the script:
http://www.sqlabs.com/download/cubesql/others/cubesql_startup.tgz
into the system folder: /Library/LaunchDaemons

Make sure the plist has the following privileges:
pListPrivileges

To change plist privileges from the Terminal just type:
sudo chown root:wheel com.sqlabs.cubesql.plist

Please note that the upcoming cubeSQL version 5 will automatically take care of the change.