First, are you using the code Google gave you, i.e.,
<script type="text/javascript">
var gaJsHost = (("https:" == document.location.protocol) ? "https://ssl." : "http://www.");
document.write(unescape("%3Cscript src='" + gaJsHost + "google-analytics.com/ga.js' type='text/javascript'%3E%3C/script%3E"));
</script>
<script type="text/javascript">
var pageTracker = _gat._getTracker("UA-xxxxxx-x");
pageTracker._initData();
pageTracker._trackPageview();
</script>
Second, would you please compare the Google Analytics code you pasted in the plugin's admin area and what appears on the HTML source code of the pages of your blog? If there's a difference then the plugin is breaking the GA code. Ask Aaron to fix it.
Let me know here what you discover.
In the future, to ask for support on one particular plugin, start the topic on the plugin's page, e.g., "Write a new topic" on http://wordpress.org/extend/plugins/wp-google-analytics/ .