1. Go to the link above, get the code and save it to a simple .txt file. Save the file on your server here: C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\TEMPLATE\LAYOUTS\STYLES. Your .txt file is now on your web app. Go to the page you want the facebook comments box on, and add a content editor. Go to edit the web part properties, then there is a dialog box where you can link the contents of the web part to a file. The link to the file will be http://[server address]/_layouts/Styles/[name of the file you created].txt. I've used this method to display twitter widgets before and it has worked great.
2. You could also use another web part that I have found to handle more heavy code a little better. Go to add a web part, click in the gallery on Forms, and then HTML form web part. Go to edit the web part, and paste your code into the dialog box. This way is easier to get to edit, but may not work as well or as universally as option 1.
Hope this helps.