The Official StatCounter Plugin v.1.0 by Aodhan Cullen for WordPress blogs does not work completely.
It actually collects data about blog visitors and their visits, but it fails to track information concerning Exit Links, Exit Link Activities, Downloads and Download Activity.
In order to get such stats you need to disregard and uninstall the plugin and insert the StatCounter code, which you obtain on the statcounter.com site, in a theme template file (e.g.: footer.php) or in a Text Widget.
More on this in future posts.