Here’s the page most people are interested in 
Download instructions
Click on the button on the right column of this page. A prompt will appear. Save.
Installation instructions
You have 2 options: 1. if you’re running an older version of wordpress, you’ll have to upload it via FTP then activate it. If you’re running wordpress 2.7, you can upload it directly from the admin interface.
Anyway, after it’s there and active, you’ll find a submenu in the “Settings” menu called “WP Google Analytics”. There’s the admin interface for the plugin. Paste the GA code there and hit save. That’s all you need to do.
For more information about plugins and how to mess with them, check my blog post(s) at www.wordpress-how-to.com. You’ll find enough tips & tricks there.
