Well, this is not a complaint to the great plugin, but for some themes.
Themes like Intense, and AquaGreen does not have any wp_footer call so the tracking code will not show. How to fix it?
themes/[themename]/footer.php and add
<?php wp_footer(); ?> before
</body> resulting in:
<?php wp_footer(); ?>
Hope this helps. I discover this after 5 minutes of head scratching. 😉