I don't remember a place on the visa for it, but I put it in my cover letter.
Important note: they would only date my visa for *exactly* a month prior to my programme start date (and I'd already bought tickets because I got a great deal... was worth the risk). So I went over early as a visitor, then flew to Paris for a day trip so that I could come back in and validate my visa after the start date. That worked great and I got to tell people I went to Paris for lunch.
When I came over, I just booked a one-way ticket because I wasn't sure of my course schedule and didn't know when I would be coming back to the US. As my passport had my student visa in it (dated for about 8 weeks in the future), it was obvious that I was going to be staying but I just said I was going to visit friends and do some traveling (all of which was true) and that I knew I would have to leave and re-enter after the valid-date in order to validate my student visa. The IO was totally cool about it.