Recently, I have had numerous occasions where I have been surfing the wen, clicked on a Favorite, and a second IE window will pop-up with www.google-analytics in the address bar. I always immediately close the window but I'm curious as to the cause. I run 2 machines, 1x XP, 1 x Vista and have IE8 as my default browser. The XP machine has McAfee 2010, Malwarebytes and Spybot, all of which fail to pick up any problems. Vista machine has McAfee 2010.
"It's a tool that tells you how efficient your website is" - are you talking about my personal website or websites in general? I ask because I don't have my own and get the pop-up from amazon or, indeed AB.
It's mainly used by people who run websites and so I don't know why you would be using it. Have you tried seeing if it is in "add/remove programs"? If so, uninstall it. You don't need it.