Alan

depends on the how your theme is build.
you could hook it into your wp_head action to achieve that..
wp_head action is mostly located in your header.php file.
if there is no wp_head action , just add wp_head(); function into your header file.

example on how to hook into your wp_head action:

function test(){
    echo "hello from inside the test action";
}

add_action('wp_head', 'test', 10);

you could also create your own actions anywhere you desire.

example:
1. add a action into your header or any theme file as:
do_action("your_action_name");

2. crate a function in your function.php file and use add_action to hook the function into your action as:

//create a function
function myFunc(){
    #your code, for example
    echo "hello from inside my function";
}

//add action
add_action('your_action_name', 'myFunc', 10);

//add_action() function hooks into your action and prints the function code on the page where your do_action() is located

this article explains more on how to create and use actions:
http://codex.ww.wp.xz.cn/Function_Reference/do_action