chocolate4free,
Your site statistics, log files, should show what referrer your visitor came from, like astoller mentioned... You can use a program such as ClickTracks to track your visitors habits. The great thing about ClickTracks (even though it lacks A LOT of features that can be easily implemented) is that you could set up certain scenarios/paths that your visitor can take and then track just those visitors that, for example, ended up on the thank you page after searching for a specific term...
You should check it out...
Marc
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