If you look carefully on my webpage, www.themulliganshow.com underneath the page menu bar and above the dashed lines there is a small space. I want to place this code there : <?php wwsgd_the_message(); ?> . Where would i go in Atahualpa to insert this code in that space, it is just going to display text?

In the Configure Header Area box along with whatever is there (%logo %bar1 %image %pages %bar2). The small space is probably %bar2 so you cold put your code in place of, before, or after that.