I noticed that Google Analytics for WordPress has Shopp eCommerce plugin support that enables conversion tracking, but it doesn’t work on Shopp v1.2.9, the version I have.
I have a fix for this problem – I applied this fix and it works on my site.
You need to change the two lines in the Google Analytics for WordPress plugin file frontend/class-frontend.php function shopp_transaction_tracking that read:
if ( function_exists( 'is_shopp_page' ) && !is_shopp_page( 'checkout' ) ) return $push;
if ( function_exists( 'is_thanks_page' ) && !is_thanks_page() ) return $push;