Where to declare menu hook
You should create your own module for your hook_menu. It's not hard or bad in any way. :) It's also near trivial.

in sites/all/modules/custom_module create two files:

custom_module.info with

name = My custom module
core = 7.x


custom_module.module with (copied from linked to question)

&lt;?php
function custom_module_menu() {
  return 'my_custom_callback/%' = array(
    'title' =&gt; 'My Custom Callback', 
    'description' =&gt; 'Listing of blogs.', 
    'page callback' =&gt; 'my_custom_php_function', 
    'page arguments' =&gt; array(1),
    'access arguments' =&gt; array('access content'), 
    'type' =&gt; MENU_CALLBACK,
  );
}


And you have a new module with a hook menu entry. Replace core = 7.x with core = 6.x if you want this to work for D6 instead of 7. And replace custom_module everywhere if you call the module something else :)