skin/<skin name>/_main.php ;)

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main is the only file that I need to put it in? And it will show up on all the pages? What about when someone posts a comment, in the skin that I'm using, there seems to be a difference in the layout of the page - so I assumed that I would need to add the code to more than one page of the skin.

_main.php is called by every page of your blog (excluding admin)

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I've tried posting the code both into the head and the body of _main.php, but it still isn't tracking my page. Any ideas why this may be? Where did you paste your code?

To answer my own question, I was pasting it into the wrong skins php.

Always beware the n00b error, folks!