Alkir If you're using Apache, then there's no need to change the Nginx configuration file.
Here's what you posted from your .htaccess file:
<IfModule headers_module>
Header set X-Frame-Options: SAMEORIGIN
</IfModule>
From what I can tell from a quick Google search, the first line should read <IfModule mod_headers.c> and in the second line you should remove the colon after X-Frame-Options.
