In many cases setting up Google Conversion tracking is straightforward. However in some cases and under some situations you are not able to control the thank you or checkout page. In this case you have to make a conversion.
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References
http://www.bradino.com/javascript/ppc-conversion-tracking/
http://www.bradino.com/javascript/google-analytics-goals/
A lot more information located here — http://fieldsmarshall.com/8-tips-for-tracking-with-google/