vector - openlayers- WFS- Cross-domain problem

I got the typical cross-domain problem when access to WFS layer by using openlayers,

XMLHttpRequest cannot load http://XXXX/geoserver/ows?service=WFS. Origin http://XXXX is not allowed by Access-Control-Allow-Origin.

I did some research about how to handle this. it seems that a web proxy solution is a good. so I edited a proxy.py file, and put it at the root of my IIS server. however, it seems that I need to explicitly put the following code somewhere:

Openlayers.ProxyHost = "/cgi-bin/proxy.py?url" 

but I don't know where to put. If I put like below:

var map;
Openlayers.ProxyHost = "/cgi-bin/proxy.py?url" 


Ext.OnReady(){
   //more code
 }

It will popup an error saying "OpenLayers is not recognized".

Any hints? thank you all!

Answer

You should put that line after you load the Open Layers javascript file(s) and before you start creating your map