New Relic plugins will normally attach to your current session and will run until terminated or until the user who started the plugin logs out. You can use services like these to manage this process.
- Upstart http://upstart.ubuntu.com/
- Systemd http://www.freedesktop.org/wiki/Software/systemd/
- Runit http://smarden.org/runit/
- Monit http://mmonit.com/monit/
Please note that these are 3rd party applications that New Relic is unable to support.