If you want to use the Javascript data collection method, but the website is on a different physical server AND the server Logaholic is installed on won't allow database connections from the other server, you need to take these additional steps:
1. Rename the logaholic.php file to "profilename.php" (profilename being the name of your profile)
2. Upload the file to the web root of the domain hosting the logaholic scripts.
Example, if your logaholic is installed here: www.example.com/logaholic/, you would make sure the tracker file is here: www.example.com/profilename.php
3. Change the url in the javascript code to point to www.example.com/profilename.php
That's it.