how and where do i install the javascript header code for jwplayer.

EXAMPLE:
<script type='text/javascript' src='jwplayer.js'></script>

<div id='mediaspace'>This text will be replaced</div>

<script type='text/javascript'>
jwplayer('mediaspace').setup({
'flashplayer': 'player.swf',
'file': 'http://content.longtailvideo.com/videos/flvplayer.flv',
'controlbar': 'bottom',
'width': '470',
'height': '320'
});
</script>