The parameter is SearchQuery indeed. Could you please check these instructions - http://www.google.com/support/googleanalytics/bin/answer.py?answer=75817 and see if you are missing something from them?
Unfortunately I am not sure what else could be wrong. You might try contacting Google Analytics support.
Make Sitefinity work best for you.
Progress, Telerik, Sitefinity and certain product names used herein are trademarks or registered trademarks of Progress Software Corporation and/or one of its subsidiaries or affiliates in the U.S. and/or other countries.