Need to create SHTML file with WordPress

My host is Bluehost. I am trying to use their rotating banner code, Entropy Banners. Bluehost automatically created a folder with many files in my root directory. Now to add the banner code, they say to add the code to whichever page I want the banners to appear and save the file as an .shtml or .shtm file. The code they provide ends in .cgi. I’m not sure if I can do this at all in WP.

I would like the banner to appear under my nav bar.

Any suggestions?