Insert it at the very end of the file, before the </HTML> closing tag. It may be </body> aswell I have one on my proxy and it works fine.
Typically they ask you to insert it into the head of your document. between the <head></head>. On another note, if you're looking for some great targetted traffic you can submit to my topsite: http://www.good-proxy.com
it's ALL in php? what php script do you use? if it's phproxy you need to put it in index.inc.php (which is the design) if it's anything else i not got a clue.
in the index.inc.php file open in notepad or similar and search for "</body>" it should find it. Then just add your code before that and save...