Here are a some links that will help with the more Google Analytics advanced stuff.

Conversion University http://www.google.com/support/conversionuniversity/bin/static.py?hl=en&page=iq_learning_center.cs (Great information!)

Outbound Link Tracking:
http://www.google.com/support/googleanalytics/bin/answer.py?hl=en&answer=55527

Tracking binary files (.pdf, .docs, etc) on your website:
http://www.google.com/support/googleanalytics/bin/answer.py?hl=en&answer=55529