Make sure you have given Google the proper url to check for the code at. Also make sure you have configured the module with your unique Google Tracking URL.
Make sure you have also followed the included readme for installation. The files I provided with the module all go into subdirectories off of the root. Not directly into the root themselves. If you have a custom template you are running, you need to account for that as well during install.
The workbook I have listed in my signature goes through step by step screenshots of how to troubleshoot Google Analytics including this exact problem.
Good luck!
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