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Welcome to Xoops.
You'll find that most modules install by simplying copying a folder to the correct subdirectory and adding the module through the administration menu -> modules system.
This module, however, does require that you add that one line of code to header.php.
If you're brand new to xoops, I suggest you look at some of the tutorials that jdseymore has created at www.warpigw2.com
They're really rather good!