If you don't have CJ Loader on your site and you want to take advantages of all the “goodness” it provides, you can follow these steps:
Download the package and unzip it.
Open the file install.sql in the package. Go to Admin→Tools→Install Sql Patches, copy the content in the cj_loader_install.sql file and paste into the text box, click “send”.
Rename all the folders named “YOUR_TEMPLATE” to the name of the template you are using.
Upload all files and folders
Please note that this module contains the file “includes/templates/YOUR_TEMPLATE/common/html_header.php”, if you have a file in the same folder you may want to merge the content of the 2 files. (If you have been using Zencart's coding standards then more than likely you should not have this file here).
If you want to use CJ Loader in your package, you can check out the usage for more info. You may want to include CJ Loader in your package or you can make it as a requirement.