I haven’t tried this yet, but I will when I have time.
Shawn Hogan: It would be cool if Google automatically tracked AdSense clicks into Google Analytics… But until they do, here’s a little bit of JavaScript code you can use to do it.

// by Shawn – http://www.digitalpoint.com/~shawn/2005/11/track-adsense-clicks-with-google-analytics.html
// Put this at the bottom of the page [...]