In case you can't find "Content" or "Embed your own HTML", try one of the following:
If you have TweetPad or Chroma Themes go to Design — Custom Sidebar and add the code in Step 4.
If you have Advanced Templates, the BurnZone code should be placed in the "Individual Archives Template" in "Design" — "Templates".
In case of mixed media layouts, you may use a Notes TypeList for adding the code. In Library — TypeLists, create a Notes TypeList. Now you should add one item to that TypeList and then paste the BurnZone code in the Note field. In the end, you just have to go to Design — Content and add the TypeList to your site.