Embedding code at foot of posts in RSS – advice appreciated

OK, so the Codex stuff on customising feeds is pretty old, and I couldn’t find anything here that seemed to answer my query.

Basically I want to put Project Wonderful ads at the foot of each post in an RSS feed for Futurismic; I understand that I have to strip the java wrapper from the code, but what I’m not 100% sure on is whereabouts I should put the code.

Poking around in the files suggests it’s the feed templates in /wp-includes, but I’m not sure whether I can just chuck code around in there with impunity like I would in a theme or something … and I don’t want to experiment with a live site with close to 2k subscribers!

Could some kind person give me a few hints or point me toward a suitable resource that will tell me more?