  We consider the solution (u,\eta) of the white-noise driven stochastic
partial differential equation with reflection on the space interval [0,1]
introduced by Nualart and Pardoux. First, we prove that at any fixed time t>0,
the measure \eta([0,t]\times d\theta) is absolutely continuous w.r.t. the
Lebesgue measure d\theta on (0,1). We characterize the density as a family of
additive functionals of u, and we interpret it as a renormalized local time at
0 of (u(t,\theta))_{t\geq 0}. Finally we study the behaviour of \eta at the
boundary of [0,1]. The main technical novelty is a projection principle from
the Dirichlet space of a Gaussian process, vector-valued solution of a linear
SPDE, to the Dirichlet space of the process u.
