Once a request for a file is placed with the server through a browser by a visitor, the server supplies the file to the browser making the request.
At the same time, the browser may also send requests to other servers which has hosted parts of this page. This is where google analytics server comes in to picture. The browser request the code form the analytics server and the server nods it head by sending the GATC to visitors browser embedded inside the file name Urchin.js. As soon as the browser gets the code through Urchin.js, the code will start identifying and collecting the required matrics and sets a no: of cookies and it is sent back to google analytics server.