When you sign up Google gives you a snippet of code to put at the bottom of your page. Just open up the _main.php file for the skin you're using and paste that right before the </body> tag.

Thank you personman,
But I already did that without problem.
My question was more about a plug-in allowing more functionality, for example:

Automatically Tracking outbound links and download link tracking. Disable tracking of administrators.[/list:u] Momo