Go to the Google Analytics Goal creation section, then define your goal name, in the Goal type, choose the URL destination. In details choose the appropriate match type, whether its a head match, exact match or regular. To know about all matches read: http://www.google.com/support/analytics/bin/answer.py?answer=72285 then in the Goal URL write down your "thankyou" page URL. In the funnel set up, add the URL of the page that a user must see before reaching to your Thank You page. For e.g. if its a travel site(www.abc.com) and you have a tour booking form (www.abc.com/tour-booking.html) , which when the user completes, it leads him to thank-you.html page then in the Goal URL label put (/thank-you.html) and in the funnel, you have to add (/tour-booking.html) and mark it as required step.