It sounds like you are inserting that into the page in a non editable region. You should be inserting that into the DWT file.
The only time I see that message is if I am trying to save the DWT file and other pages are open in the editor, or I am editing the individual pages and inserting code into a non-editable region.
I would insert that via the DWT. Google has changed their analytics code numerous times over the years and you can be sure they will change it again at some point. It will be a breeze to edit via the DWT when the time comes.
You should avoid inserting anything in non-editable regions on individual pages. You'll be asking for troubles doing that. Create a new editable region via the DWT file if you have a place you need to insert unique content on each page.
I placed the Analytics code on all pages via DWT per your suggestion. I must admit I'm an old school Frontpage user, still learning the do's and don'ts of Expression Web and the new site.