Please suggest me an ad management plugin for wordpress so that I can show an ad by adding a piece of script inside my theme?

WP125 is an advertisement management plugin. It says it is compatible up to 2.9.2 but I’m sure it should work with 3.0.* too. If not, try modifying the plugin slightly or get someone else who has experience with PHP/MySQL to modify it so that it works.

I’ve found that most decent WordPress advertisement plugins are paid, so you’re probably best off purchasing a professional one or getting one custom made specially.

Hmm, you might want to try some of the plugins mentioned in this link: http://www.webdesignlessons.com/7-ad-management-plugins-for-wordpress/
A few of them seem to be outdated, but you might find what you’re looking for.