What Google Analytics Code do I use?

On the GridMarket Theme Options I can add Google Analytics... But when I put the code the site gives me the <script> tag is removed and you can see the code on the site as text....

what am I doing wrong?

This is what I am pasting

<script type="text/javascript">

var _gaq = _gaq || [];
_gaq.push(['_setAccount', 'UA-00000000-1']);
_gaq.push(['_trackPageview']);

(function() {
var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;
ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';
var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);
})();

</script>