That sounds like a pretty good deal,( your sticky mail will be busy ;-)) ..If the visitor doesn't know they are being observed then I presume its "live screen" or "screen tracking" but without camera ?.
There are services with camera and/ or commentary like the ones netmeg has used..all very very useful.
I used to organise this kind of thing when I worked in the ad business ..you get into the habit of observing people very very carefully afterwards, every day in real life, without them being aware of it ..plus very detailed observation is something that most artists do naturally..musicians are the same with sounds , actors blend it all, to some degree.
A lot of psychology is involved in design / advertising ( and on website interfaces ..we are talking design for usability as opposed to design for aesthetics only ) ..well worth the time , the money and the study , do enough of it and you can see what "works" and what doesn't nearly instantly on anything, and where the adjustments need to be, ..
Do a lot of it you may get good enough to be a consultant ..
The money is good ;-))