Are you hosting your own wordpress blog on your own webspace ? If so then there are lots of plug ins available. You can also customise the files in your templates folder.
Do you have your own wordpress blog, I mean you have your own domain and hosting? Or you have a subdomain on wordpress site?
you must install your own wordpress into your hosting space, you can then add adsense codes once logged into the admin page
via the admin page i mean design -> theme editor you can place there ad thats what i am doing generally would work definately but you should have your own space and domain.