Well, since you turn everything in at once, my suggestion is to just put your name and the part of the application this essay is in response to. If I remember correctly, I stapled mine. I work in the admissions office at my school though, and we get them all different ways, and most of them are fine. As long as it's easy to identify what it is and who it's by, you should be fine.
Good luck! Is this early decision?
Why do we play with fire?
Why do we run our fingers through the flame?
Why do we leave our hands on the stove, although we know we're in for some pain?
-tick...tick...BOOM!