I been using webtrends software(free one) to see the hits I get. Now at refers, I dont think its lising all of them. For example I have bay9 as advertising on the search for a fee. Now apperently people are clicking because my money is going down, but I dont see any refers. Anyone experience similar problems or know of a better program?

It's more likely that the banners aren't passing referral information rather than the statistics package not picking it up. Any stats package that you use may very well have the same problem, but I don't have any suggestions for you.