Can anyone tell me how to install a script for a page peel?
That would depend on the script.
Once you find the script you want to use, there will be installation instructions for wordpress. Follow those instructions.
Get The ION Theory - Free Report
The instructions say to insert the code "between the <head> and </head> tags on your page" but I don't know which file to alter.
the header.php file.
Appearance > Editor > header.php
You can also put the code in your analytics field in
Socrates > Layout
I opted to place the code in the Analytics field. It's not working in IE but it's working in FireFox & Chrome and that's good enough for me.
You might search the page peel script name with term IE and see if there's any troubleshooting info online.