I've written a plugin which I'll share with you and also explain how it works (so you can add it to a non-WordPress site).
The WordPress plugin has it's own control panel that you'll need to add your site's analytic's ID, something like
UA-12345-6, save settings and you're off.
Doing it manually
Doing it manually is very simple. If you want to record where the user is coming from, then you'll want to grab this code, and replace the variables with your own values. I'd recommend either grabbing the plugin and whipping the code out of there, or copying the code below and making the changes for your own site.
$var_utmac = 'UA-12345-6'; // your identifier $var_utmhn = 'http://mydomain.com'; //enter your domain $var_referer = @$_SERVER['HTTP_REFERER']; //referer url $var_utmp = '/noscript'; //this example adds a fake file request to the (fake) tracker directory $var_utmn = rand(1000000000,9999999999); //random request number $var_cookie = rand(10000000,99999999); //random cookie number $var_random = rand(1000000000,2147483647); //number under 2147483647 $var_today = time(); //today $var_uservar = '-'; //enter your own user defined variable $urchinUrl = 'http://www.google-analytics.com/__utm.gif?utmwv=1&utmn='.$var_utmn.'&utmsr=-&utmsc=-&utmul=-&utmje=0&utmfl=-&utmdt=-&utmhn='.$var_utmhn.'&utmr='.$var_referer.'&utmp='.$var_utmp.'&utmac='.$var_utmac.'&utmcc=__utma%3D'.$var_cookie.'.'.$var_random.'.'.$var_today.'.'.$var_today.'.'.$var_today.'.2%3B%2B__utmb%3D'.$var_cookie.'%3B%2B__utmc%3D'.$var_cookie.'%3B%2B__utmz%3D'.$var_cookie.'.'.$var_today.'.2.2.utmccn%3D(direct)%7Cutmcsr%3D(direct)%7Cutmcmd%3D(none)%3B%2B__utmv%3D'.$var_cookie.'.'.$var_uservar.'%3B'; echo '<noscript><img src="' . $urchinUrl . '" /></noscript>';