Integration of smf and wp has been an ongoing discussion.....any integration. Its a pain and usually fails nowadays.
Generically, you may be able to set something up using the standard WP include.... I have no idea if this will work, but you can play with it.
First off, here's the standard stuff for integrating WP with anything:
http://codex.wordpress.org/Integrating_WordPress_with_Your_Website
http://www.corvidworks.com/articles/wordpress-content-on-other-pages
so......maybe if you include WP into the header of your SMF theme using:
<?php
// Include WordPress
define('WP_USE_THEMES', false);
require('./blog/wp-load.php');
?>
that may bring in the whole WP business, then possibly you could php include your header?
I'm really not sure if this is the way to do it? or if it will work? Just something to play with....