Did you disable XF's inbuilt Analytics (if you have it activated) so you don;t have a duplicate with the js? Check the page source from a browser rendered page of your site to ensure the analytics js is correct, appears only once, and the hyperlink has the tags.
Thanks for the responses. I setup the link proxy. I would assume this would include conversations too? I still want to count links that are in a widget (widget framework) in the sidebar (banner ad). Any more advice on how that can be done because I don't think the link proxy will count those?