This is straight from the Adwords help – but since it is so important and might get overlooked, I wanted to mention it here. If you want to do conversion tracking, and you use a shopping cart or other service where your conversion page is located on another domain, you need to add some special code to your Analytics tracking code to make sure things are tracked correctly. So just so you don’t miss it, make sure to read Google’s Analytics Tracking across mulitple domains instructions.
Google Analytics Tracking Across Domains
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