You want to add the analytics code before the </body> tag which in most templates is found in the footer.php.
You can either open your templates footer.php in a text editor like notepad and add the analytics code before the </body> tag then upload the edited footer to your site / blog.
Or you can log into your wp-admin and edit the theme through that again adding the analytics code before the </body> tag in your footer.php.
There is also a wordpress plugin that allows you to add the code from the wp-admin panel without editing your templates.
Hope this helps
