If your online store (i.e. store.yourdomain.com) uses the same top level domain as your website (i.e. www.yourdomain.com), you can specify a value for Google Analytics Domain parameter in Settings/Edit Policies Addenda and Disclaimers. In this instance, the value for the Google Analytics Domain would be .yourdomain.com. Specifying this parameter alleviates the need to use the cross domain tracking script when linking from your website to your store or visa-versa. Use the same version of the code on your homepage that Nexternal generates on the store pages.
If your store is on a completely different domain than your homepage (i.e. youramazingstore.com) you will want to leave the Google Analytics Domain parameter blank. Next, view the source of one of your store pages and look at the Google Analytics code snippet. Use that exact same snippet of code on your homepage and other pages that are not hosted by Nexternal. When linking across domains (from www.yourhomepage.com to youramazingstore.com for example), be sure to call the Google pageTracker function on the onclick event. Here is an example:
<a href="http://store.firstfairway.com/golf-clubs-c5.aspx" onclick="_gaq.push(['_link', this.href]); return false;">CLUBS</a>
This function will append the Google Analytic Cookie values to the URL query string, hence allowing their values to be read across different domains. This is very important to accurately track referrers from purchases.