When a user clicks a link on your site, taking them to a new domain or sub-domain, your Google Analytics reports show an abandonment from the first domain and a referral on the second. This poses problems if you are trying to track things like a sales funnel because you get artificially high abandonment rates.
You can install the Google script on both domains but because the cookie is tied to the first domain it is recorded as an abandonment for one and a referral for the second site you go to.
To get around this Google has instructions about tracking domain changes as your customers navigate from one domain to another and back again.
The intent of this approach is for things like third party shopping carts where you may have control over the layout to be able to show your script but the domain name is that of the provider.
mp/m