How strange I don't have any problems...
EDIT: just had a little tryout session, I guess you use a rifleman or a unit that doesn't have any initial actions when you start the game.
In that case you should put the addaction script in the init.sqs like so:
rilfeman_1 addaction ["Harikiri","suicide.sqs", 0, 0, false]
Where rifleman_1 is the unit with the action (obviously
)
This works for me, if it still doesn't for you, post yer mission and I'll have a look at it.
I have some workarounds up me sleeve, but they aren't as pretty as the code above
G'luck