Google analytics oddity

I am using the Google Analytics for WP plugin but I am not even sure if this is a plugin related issue or just Google oddity.

When I go to google and view the analytics the links shown are malformed – they repeat the domain at the end of the url (http://www.obscure.co.uk/articles-2/preparing-a-product-pitch/http:/www.obscure.co.uk/) so clicking on them gives a not found error.

I am assuming that I have missed a setting somewhere but for the life of me I can’t find it. Anyone encountered this before?