Are you using Yahoo or Google's Analytics? If it's Google Analytics, you will not be able to find out the referring urls. If it is Yahoo's Conversion Tracking you could ask Yahoo Support to help point you in the right direction. Alternatively you could use an Analytics package such as Clicktracks that analyzes the customers logfiles. This will get you the information you need for Yahoo and any other PPC engine.
Hi matt, I was refering to Yahoo Analytics for Conversion. I thought, or better hoped, that there were some direct ways from in the YSM interface to get this information. But well, then I have to use some external tools :/
I've read somewhere that you should be able to get this information from the Yahoo Conversion Tracking. We did not investigate because we already use Google Analytics and turning it on in Yahoo would have not worked with GA. I would go after the Yahoo rep and have them tell you how to pull out the information.