The most likely reason for this is that you are using the HTML-only code and NOT the full javascript StatCounter code.
If possible you should re-generate your StatCounter code. Do NOT select the HTML-only option and reinstall the code on your site.
NOTE: some sites do NOT allow you to use javascript code and in this case you have no option but to use the HTML-only code.
You can only use HTML-only on MySpace and wordpress.com.
This means that you can NOT get Came From or Keyword Analysis for these sites.
If possible you should re-generate your StatCounter code. Do NOT select the HTML-only option and reinstall the code on your site.
NOTE: some sites do NOT allow you to use javascript code and in this case you have no option but to use the HTML-only code.
You can only use HTML-only on MySpace and wordpress.com.
This means that you can NOT get Came From or Keyword Analysis for these sites.