Where do I put crossdomain.xml

I'm not sure where I am supposed to put the crossdomain.xml file. This is my setup:
1) There is an encoder box that is using Flash Media Encoder to encode rtmp://167.154.9.33/livepkgr/livestream?adbe-live-event=liveevent
2) There is the webstream server which has Adobe Media Server
3) Then I have my web server which hosts our website, which is where I would like to display JW Player with the stream

So, do I put crossdomain.xml on my encoder box, webstream server, or website server?

Nevermind, I just put it on my website server and it seems to be working...

crossdomain.xml have to be install where :

- You store your media files
- You store your rss files

What if i want to use a public server like youtube or other else, for example in my country we have a server for our media and i want to use it but i dont´n have access to the server root

What ever the remote server it must have a crossdomain.xml file if you wan to use his content, Youtube have one who allow stream from another server :

www.youtube.com/crossdomain.xml

However i´m trying whith this feed www.youtube.com/user/cubadebatecu/feed?filter=2 and the module put this:
Playlist could not be loaded:
Crossdomain loading denied.

What i´m doing wrong?