Can anyone offer a way of achieving this?
Edit: By "Custom Link", I mean that the file links are created in a custom menu as custom links in the Appearance->Menus area of WP3. I'm using the Atahualpa theme, if that makes any difference.
Outcome: Thanks for the responses. I've ended up going with the Text widget and just hand-coding the menu for now.
I'm not sure why the answer simply pasting the info from the link I gave in the question is being up-voted as it doesn't address how to do this in Wordpress. A plugin that allows adding onclick handlers to the custom links or similar would be best, but I can't find one and "if you had a unicorn" isn't an answer either. I may come back to the coding suggestions but the creation of useful GA identifiers seems difficult to do automatically, which seems to lead back to effectively writing my own plugin... and surely that's an answer to almost anything?