When it comes to magento it is a very delicate and detailed system in terms of manage
 

Give the goal a name.
Make sure it is active.
Set goal position(Set 1, Goal 1 if you don't have any goals already).
Goal Type - URL Destination. (Depending on how your store is setup with modifications or ajax plugins)
Match Type – Head Match
Goal URL – You may be using paypal, google checkout, credit cards, 2checkout and the list goes on, make sure you get the url correct with the checkout phase in order to get your your google funnel correct.
I wouldn't check the "Case Sensitive" box.
Goal Value – For me I uses the average profit per order I expect to have but this is optional. (yeah but see how you go)


This is the process for magento carts, if you use onestopcheckout be sure to correct the URL's.