Where do I insert code into the header?
What you are looking for is html.tpl.php which by default is part of the system module. Copy the file to the location of your theme and add your code. The copy should take precedence over the default .tpl file. 

Warning: Do not hack the core! I.e. if you add this change directly to the system module file it will be overwritten with the next update. In fact even adding the file to the third party theme is not a very clean solution (for the same reasons).

Consider using drupal_add_js() instead (requires custom code).