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1) Login to your AdWords account at https://adwords.google.com
2) Go to the 'My Account' tab Account settings

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3) Under the 'Tracking' section enable Auto-tagging

* Also, make sure to link a Google Analytics account to your Google AdWords account. Instructions can be found here: http://adwords.google.com/support/aw/bin/answer.py?hl=en&answer=146820. If your Analytics account is under a different Google Account then add a new user with account administration rights to your Analytics account. Once that's done you can link your Analytics account to your AdWords account.