To add the widget to your Facebook profile, first click the "Share" button on the widget's lower right-hand corner.
Then, click "Facebook" in the list of websites. It will open a new page where you'll have to login to your Facebook account. Follow Facebook's instructions from there!
Click "Add to Profile", then choose to add it to either your "Wall & Info" or "Boxes" tab. Click "Add" and you'll see it on your profile. If you are happy with it, click "Keep" and you're set!