As far as I know the code to do exactly this is:

pageTracker._setDomainName(".example.com");

Warning, warning: when you start playing with Google Analytics you will quickly learn that it is Enterprise software: built to be infinitely customizable using massive amounts of work to just short of your actual needs but no farther, and filled full of sharp edges to cut yourself on.

That said, it is a very impressive piece of software in a lot of ways. (My internal analytics are a lot more useful to me, but my heart aches for how easy it is to dig into arbitrary things in GA.)