You can do it with most analytics software.
Basically you need to make sure the software you use has conversion tracking. Place the conversion tracking code on your thankyou page. You can then assign different directories to campaigns in your tracking software. When a user clicks from one of the directories to your website, everything is tracked from that visitor.
Something like hitslink would work well, as would most higher-end tracking software like clicktracks, google analytics, webside, omniture, etc.
Google analytics is free, but there is a wait to sign-up.
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