Coach me on Tracking Clicks and Conversions

I have a site at [login to view URL] that offers a Music on hold product. I'm advertising it with Adwords and wish to be able to track the effectiveness of my advertising. Google Analytics is installed on my site and is linked to my Adwords account. Trouble is I can't get my head around how it all works. I need someone to explain to me how to set up the right buttons so that I know which keyword is responsible for which sale, what percentage of visitors ended up buying, how many signed up for the auto responder course, what pages the code should go on, etc. If you have experience at this activity I'd like to hear from you.