UTM Parameter tracking issue

Hi,

I hope someone here can help me.

I am using a white label website, which I have branded to look like my product, rather than a 3rd partys (so my splash screen taking a user to the 3rd party site).

I have installed the 3rd party conversion tracking code (tracks utm parameters. As required, i installed the code in the footer.

The tracking code tracks a conversion; users fill out a form to join the service free. The form post's to the 3rd party site.
Just backtracking, I added a CNAME so once user post form, it goes to http://www.CNAME.Domain.co.uk

The tracking code has been inserted correctly. But the utm parameters are not being tracked.

My Question is ‘What could be the cause of the utm parameters not being tracked?

The site is written in PHP, HTML, JS… and if this matters, the files are all read only, and the .htaccess has this code in it “options –Indexes” (written exactly like that)

Here is a sample of the tracking url, which is auto generated for me by the 3rd party site, and does not work…

http://www.Domain.co.uk/?utm_source=...tm_term=biggs1

When viewing my home page in httpfox after clicking on the above link, all is fine, except I notice a 404 error on one of the lines.

http://www.Domain.co.uk/undefined//C...ts/referral.js

I’ve copied the full error as displayed in httpfox:
(Request-Line) GET /undefined//CNAME.Domain.co.uk/assets/generic/scripts/referral.js HTTP/1.1
Host www.DOMAIN.co.uk
User-Agent Mozilla/5.0 (Windows NT 6.1; WOW64; rv:2.0) Gecko/20100101 Firefox/4.0
Accept */*
Accept-Language en-gb,en;q=0.5
Accept-Encoding gzip, deflate
Accept-Charset ISO-8859-1,utf-8;q=0.7,*;q=0.7
Keep-Alive 115
Connection keep-alive
Referer http://www.DOMAIN.co.uk/?utm_source=...tm_term=biggs1
Cookie __utma=139421942.1952161421.1303574810.1303574810.1303574810.1; __utmb=139421942.1.10.1303574810; __utmc=139421942; __utmz=139421942.1303574810.1.1.utmcsr=google|utmccn=houses|utmcmd=(not%20set)|utmctr=biggs1

Here is the response code:
(Status-Line) HTTP/1.1 404 Not Found
Date Sat, 23 Apr 2011 16:06:49 GMT
Server Apache
Vary Accept-Encoding
Content-Encoding gzip
Content-Length 288
Keep-Alive timeout=2, max=92
Connection Keep-Alive
Content-Type text/html; charset=iso-8859-1

Any ideas? What could be causing the utm/conversion tracking not to work?
Cheers in advance.
Dan

P.s, want to keep my domain confidential, sure you guys will understand.

UTM Parameter tracking issue - please read.