Start at http://support.google.com/webmasters/bin/answer.py?hl=en&answer=35179 and follow instructions there.

Using the tracking ID received above open a text editor such as Notepad and copy your tracking ID into it. Your tracking ID will be something like google083c431192b27e39.html Also use this as the name of file you just created by using save as.

Now you have a html file containing one sentence the same as its file name. Upload this to your public_html or the home directory of your website.

You can also read http://support.google.com/analytics/bin/answer.py?hl=en&answer=1086338