Related to this other post about content security policies in PHP sites, DashExamples.com has a quick new post about what you'll need to add to your application to implement a policy of your own.
Content Security Policy(CSP) is a mechanism in the browser that restricts what content will be requested and run by the browser. CSP does this by passing in a specific response header that tells the browser what resources (images, javascript, css, frames, etc) can be requested and accepted to execute. There are multiple ways to setup CSP for your web site, you can use your web server configuration like I showed in a previous example or use a dynamic scripting language like PHP.
What it really boils down to is setting a header, either X-Content-Security-Policy or X-Content-Security-Policy-Report-Only, to tell the browser what security policy to use and how to honor it. You can find out more about content security policies from this page on the Mozilla wiki. CSPs allow you to define how your site's content interacts and help to prevent issues like XSS and data injection.