Jesper Rønn-Jensen of Capgemini Denmark who writes the JustAddWater blog wrote a very detailed, nicely illustrated blog entry entitled "Google Analytics trick: How to view referring URLs".

Google Analytics makes it easy to find the referring website by using the Referring Source report (located within the Marketing Optimization -> Visitor Segment Performance section) but some website marketing folks want to see the exact referring URL. This is also helpful for bloggers who use Google Analytics to track website traffic on their blog so they can thank the blogger who linked to them by viewing the exact blog entry which was responsible for the traffic.

Basically he shows how to do this using the very powerful Cross Segment Performance drill-down feature of Google Analytics.