If the script is on a remote machine, as you say, then SSI won't work anyway: it only works for local addresses.

Here are a few options that might work:

<iframe src="http://your_script"></iframe>
<a href="your_link"><img src="http://your_script"></a>
<script language="javascript" src="your_javascript"></script>
[download]

If you use the image option then your script has to return a valid image file, of course. The javascript would consist of document.write() instructions. iframes can just contain html, but don't work in netscape. There's something similar that you can do with <div> tags in netscape, but i can't remember the syntax for that one. Search for the source-include css property to find out.

Most of these methods, and perhaps others, can be found by reading the source of pages with adverts on them, but I hope the ad network really is just for example...