Okay. I haven't watched all of the videos yet, just the first one, so I wasn't sure it this was covered.
Are you using a widget enabled theme? If so, you can probably create a text widget, assign it to your sidebar, and paste your ad code into it that you get directly from the ad network.
My theme doesn't have widgets so I haven't played with them very much yet. (Yes, I know it's outdated, but I haven't changed themes since wordpress 1.5 and just keep updating my theme to keep working. You can't even download the original anymore.)
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