Google officially said this isn't possible. http://www.google.com/support/googleana ... swer=86258 But, don't let that stop you.
Just click on this if you want it:
http://www.edzis.com/2009/08/google-ana ... r-myspace/
My version of the same instructions, with an improvement; the shockwave object is hosted in a permanent place. I try to go step by step:
http://sites.google.com/site/isaacgalle ... icstracker
You can track users on your myspace account or any site that allows you to embed a flash object. If your band has a profile on myspace, you might find this useful. However, you might get more creative with where you embed this object, so it loads when in \"lite\" mode. I don't know about that.