fabienne:
I did find the answer to my question, so I will post it here in case someone else looks here for the answer. I have the Google Analytics Configuration module on my Zen Cart. I put in the Analytics Account Number and Google Adword Conversion Tracking Number in the places indicated, I set the "Activate Conversion Tracking" to yes and that was all I had to do to turn on conversion tracking for Google Adwords on my Zen Cart. So there was nothing more to add to other parts of the site.
On the other hand, I needed to put the Analytics code on the tpl_main_page which was located in your template/common folder, and put the code right above the closing </body> tag. I got that code from the Google Analytics site.
Your Analytics Account Number is given to you at the Google Analytics site when you sign up for it.
The conversion ID is sort of hidden, you generate the code snippet and there is a line which looks like this:
var google_conversion_id = 12341234123;
That number is your conversion ID and that is what you put in your module.
So far things are working well. It is more strange to sign up for all this, and then again parts are very easy as well. I hope that this helped someone out there. I was baffled for a long time, too.
Actually you did this wrong. The way you set it up (if you copied the code that Google Gave you to your tpl_main_page) then a lot of the features of the module will be lost.
My module already has all that code pre-set -- you need to to nothing but upload my files and add your tracking numbers to the adim.
All you have to do is add the line of code from STEP 3 of the readme that came with the module (to the same location on the tpl_main_page) and you're all set.
The way you did it you'll have problems. There should be no need to manually copy any code from Google into your site (only the tracking numbers.)
Again, just follow the instructions in my readme (not on Google) and it should work flawlessly for you .. that includes Ecommerce Tracking, Conversion Tracking for Adwords, Analytics, Goals, Funnels, etc...
It's all pre-built into my module. If you are reading what Google is telling you to do, you're doing it wrong.