The PHP-Nuke HTML header (i.e. everything that goes between the <head> and </head> tags in the HTML code of the generated page) is fully customizable through the includes/my_header.php file. This file contains whatever custom stuff you need to include in your site when the header loads. This can be used for third party banners, custom javascript, popup windows, etc. With this file you don't need to edit system code each time you upgrade to a new version. Just remember, in case you add code here to not overwrite this file when updating! Whatever you put here will be between <head> and </head> tags.
Here are some example customizations of the PHP-Nuke HTML header: