Put it in its own file and set the auto_prepend_file
configuration in the php.ini / .htaccess file to point to it.
Update: Since you mentioned lighttpd in a comment, note that you can configure it like this in the global INI file with PHP 5.3:
[PATH=/vhost/domain.com]
auto_prepend_file = /vhost/domain.com/foo.php
[HOST=domain.com]
auto_prepend_file = /vhost/domain.com/foo.php
Or you can create the file /vhost/domain.com/.user.ini
and do the same:
auto_prepend_file = /vhost/domain.com/foo.php
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