In my case, the prussic was above my belay device and attached to my main locking biner, the same that the ropes fed through. This is the way I originally learned. Since then, I have changed to a prussic below the rappel device, attached to a leg loop. Also, I should note that I use the term "prussic" loosely. I actually use a Klemhiest, which I find faster to tie and untie.

This could be an entire topic on it's own and I apologize for drifting from the main subject. It is very sad to hear of a death in sport climbing, which is ordinarily a very safe sport.