Something wrong with the Analytics code?

I have enabled Analytics and all the extras like segmentation tracking and external links tracking, but my source looks like this:

<script type="text/javascript"><!--
window.google_analytics_uacct = "UA-xxxxxx-2";
var gaJsHost = (("https:" == document.location.protocol) ? "https://ssl." : "http://www.");
document.write(unescape("%3Cscript src='" + gaJsHost + "google-analytics.com/ga.js' type='text/javascript'%3E%3C/script%3E"));
//-->
</script>
<script type="text/javascript"><!--
try {
var pageTracker = _gat._getTracker("UA-xxxxx-2");
pageTracker._trackPageview();
} catch(err) {}
//-->
</script>

This looks like the normal Analytics code. Istent there missing something like telleing Analytics to track usergroup?

The usergroup segmentation occurs ONCE persession, when you're not cookied.

Lgout, clear cookies, and then hit your site and view source and you should see "Guest" added in a __set_var(). Then, login, and view source and you should see "Member"

Ok, I see it.

Is this recorded once per session, or only when the cookie expires and is reloaded.

GA cookies you too by domain. When you come back, if you are already tracked, it will simply continue that segment session.