It shouldn't be any different that any other type of editing a skin. The file you want to edit is /skins/the-skin-you-use/_main.php . It's well-commented, so you should find the header section with no problem.

headers are in the skins, for the skin that you are using (the default skin), do the following things:

Open up _main.php, in the skin folder in preferably dreamweaver, view the design, and you should see something similiar to your site layout.
Now click where the header should go, then click in the menu 'insert->media->flash' select your flash animation, then change the path of the flash animation to the path where it will be stored on your server (preferably something like 'blog/mymedia/header.swf') - make sure you do the full path.
Upload your changes to your server and hope that it works, if it doesnt keep trying and fidling with stuff until something works ;)

I wrote the above assuming you dont have any experience with php.

Thanks flash in header

http://baldhead.nl