What analytics tool are you using?
In Google Analytics you can use onclick function with pagetrackview to track all the link clicks (internal and external)
onclick="pageTracker._trackPageview('/yourfile.pdf')
You can add this line to the GA code and track one URL as well i.e onclick="pageTracker._trackPageview('/URL.html');
Omniture onclick syntax is as follows using s.prop (property / traffic variables)
<li onclick="geturl('http: www.yourwebsite.com'');onclick="s=s_gi('nameofyouromniturereportsuite');s.prop1='Name" of="" hte="" file="" for="" reporting';s.tl(this,'o','name="" the="" reporting')"="">Anchor Text of the file</li onclick="geturl('http:>
Coremetrics has event conversion metrics that can be used to track downloads and link clicks
cmCreateConversionEventTag ("Event ID","Action Type","Event Category ID","Points");
Event id = Name of the file
Action type = 1 for event initiation and 2 for event completion
Event category id = Name of the group / page
Points = lead scoring points