This allows you to keep track of exactly how many users are arriving at your site, where from, how long they are staying, and what they are doing while they are there. In effect it tells you which parts of the site are performing and which are not.
By monitoring these trends closely you can tweak the content and the structure of the site to maximise the number of users who are putting their money where their mouse is, and buying your product.
How does it work ?
If you know, for example, that 12% of users who arrive at the site having searched on the term 'great product' go on to make a purchase, but only 2% of those who arrive having searched for 'cool stuff' do the same, you know that 'great product' is a better term to be targeting than 'cool stuff'.
So adjusting your content to target the term with higher conversion rate ('great product') will increase your sales.
This is a crude example, but it demonstrates the value of the kind of information this software will give you.