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Ok, I'm just looking for an excuse to slip in that three letter word, though I don't know how useful this forum is likely to be to someone who uses the word "sex" in their key phrases but you never know!
It should also be noted that if you over do your keyword density that you can be penalised for keyword spamming. The optimum number of times a keyword should be repeated on a page is a matter of debate in SEO circles. Many suggest that you shouldn't use them more than eight times on a single page though this also depends on the amount of other text displayed. Use your keywords liberally, but don't over do them.
Other places you should use your keywords are in your URLs, for an example look at the URLs used on this forum by looking at the address bar when viewing threads. You will see that the main words from the thread titles are used to construct the URL. Also use your keywords within <H> tags, e.g. <H1> & <H2>, it is reported that Google and some other search engines give more more weight to the text between these tags than ordinary text on a page.