Embedding blog in website error

Edit: Summarized the message

I get this error:

“Warning: Cannot modify header information – headers already sent by (output started at /home/myusername/domains/mysecretdomain.com/public_html/index.php:2) in /home/myusername/domains/mysecretdomain.com/public_html/blog/wp-includes/pluggable.php on line 865”

When I add

‘<?php

define(‘WP_USE_THEMES’, false);
require(‘/blog/wp-blog-header.php’);
?>
‘

to the place where I want the blog to go. However when I access my blog at my.url/blog/index.php it runs fine.