Show login popup on site entry (pageload)

Eduardo,
That code should be at the bottom of your template file before the closing body tag. Each template is different, so I can't say exactly what file it should go in. It's likely you want to edit the /templates/<YOUR_TEMPLATE>/index.php file and add the code there, but if your template uses a framework to build up the contents, the closing body tag may be in a different file.

I hope that helps,
Alex