About Google Analytics
http://www.google.com/support/googleanalytics/bin/topic.py?topic=10977
Installing the tracking code
http://www.google.com/support/googleanalytics/bin/topic.py?topic=10976
How do I add tracking code to my website?
http://www.google.com/support/googleanalytics/bin/answer.py?answer=55488&topic=11126
You can implement the JS on a couple of test pages if you would like to
test the result before including it in all your pages.