Not sure if this should be in here or somewhere else so feel free to move it.
I've build a site for a hair salon didsbury manchester uk (sorry just getting the back links in there) and the site was all nice and valid for CSS and XHTML 1.0 Transitional. I've now implemented their choosen tracking script (Hitslink) and the code messes up the validation and causes 80+ errors.
Unfortunately not everyone takes the time and effort to adhere to standards. It may be that you have XHTML pages and the tracking script is for HTML pages, but I doubt if you changing your pages would help. If you have to have the script you could ask them to rewrite it (lots of luck) or rewrite it yourself.