If your site is using AJAX, then the traditional implementation of AdWords, YSM, MSN, etc. conversion tracking may not work. The solution is to use an IFRAME to call a file with the conversion tracking code (pixel) on it.
IFRAMES with Javascript:
function ppcconversion() {
var iframe = document.createElement('iframe');
iframe.style.width = '0px';
iframe.style.height = '0px';
document.body.appendChild(iframe);
iframe.src = 'http://www.yourdomain.com/path_to_file_with_code';
};