Thanks everybody for the quick responses. I just checked, and <?php wp_footer(); ?> is in my index.php file (if that’s where you mean).
Also, I still have no clicks or anything showing in stats (thanks jeremyclark13 for trying it).
I have seen references elsewhere to resolving problems with this plug-in by deactivating it and then activating it again. I don’t see why that would resolve anything, but maybe I will gave that a try.