The 'php.ini Install Assistant' link on the installation helper PHP script is provided to assist with this. Access the script from a web server or a PHP cli or cgi executable and it should tell you which Loader to install, which file to edit and what you need to add (it's just a one line change).
http://www.ioncube.com/loader_installation.php
Okay, it seems to me that I have to access some script. Where the hell is that script is? Is it something I have to download or what?