While I'm still having an issue with the User-Tracking correctly viewing the activity within the user shopping cart, (always just "Session Expired" or "No Cart Recorded") all other areas are working without error codes. I thought that your SQL issue might be due to how you are entering it. I had a similar problem but was able to by-pass it. Instead of browsing for the folder and uploading it, I copied the user_tracking_FULL_20060805.sql file and pasted it into the SQL Query Executor (Admin/Tools/Install SQL Patches) where it says "Enter the query to be executed:" and hit the send button.
I hope this helps to at least get you past this error and into the next
Tim