The link above will take you to a step-by-step guide for implementation. It is the fastest way to get started.
In a nutshell:
There are two basic components which require action at your end. They are 1) that you edit the Destination URLs directly in your campaigns, for example in Adwords, to tell us where the clicks come from and how much they cost, and 2) that you define the pages on your website that are your goals, so that we can report to you specific referrers? & conversion rates per goal.