Installing a Javascript scrolling picture thingy

I found this cool picture carousel that I want, but I'm completely stumped on how to translate the installation instructions into Drupalspeak. I was able to add the header easily enough to my page.tpl.php file, but where do I put the script itself?

http://www.dynamicdrive.com/dynamicindex4/stepcarousel.htm

Or, if you know of a Drupal module that does the same thing, that would work as well and be much easier for me.