I assume you are worried about it discharging back into the regulator when still plugged into the phone but the supply is turned off. It probably isn't necessary but if you do add one, it has to be wired after C2 and before R1 on your schematic so the voltage drop in the 1N4001 can be compensated in the feedback loop. In other words, the regulator produces 0.6V extra to compensate for it being dropped in the diode. You will still lose a small current into the resistors but it will be very small.
Brian.