Where do my users go?

Hi, I am new to being a webmaster, if I can be called a master. Anyway, I get a few clicks from search engines, but I don’t know what the users look at on my site, or if they click on a link. The only way I can check is to look in all my affiliate accounts spread over the internet, that takes a long time.
Does anyone know of a tool or program which will produce a simple table to tell me what pages the user has looked at, and where they left my site?

Thanks

James