Hi David,
Before you can set up a funnel that crosses domains, you need to have
cross-domain tracking properly implemented. See the following:
http://www.google.com/support/analytics/bin/answer.py?answer=74957
There are a lot of things I don't like about the recommended
instructions for multiple domain tracking, but the above will do.
There's also a link from there to the ga.js version of multiple domain
tracking if you need that.
Step #4 is particularly important to you as you'll need a way to
differentiate between pages with the same name on both domains. You
may, however, want to use the version of the filter given here
instead:
https://secure.urchin.com/helpwiki/en/How_do_I_track_all_the_subdomains_for_my_site_in_one_profile%3F
Then you can set up your goal this way:
Goal Web Address: /www\.site1\.com/somepage\.html
Step 1: /www\.site1\.com/
Step 2: /www\.site2\.com/
Have steps 1 and 2 be so general kind of worries me. Your Defined
Funnel Navigation report is likely to look rather strange. You might
be better off simply setting the goal URL to the page on Site 1 and
use the Reverse Goal Path report to see how visitors made it to that
page. Also, there may be a better way altogether to accomplish this if
we knew what your intent was in tracking entire domains as steps.
Jeremy Aube
http://www.roirevolution.com/urchin