Adwords not linked to Analytics

I just launched a Google Adwords campaign for my site, and while Google Analytics is registering the visitors that are coming as a result of the campaign, they are not categorizing these under Adwords.

I checked through all the Google tutorials and found that everything was set up and linked correctly between Google Adwords and Google Analytics, so I contacted Google for help. They said that should the problem was a redirect issue that was happening with my site, and that I should contact my webmaster to append the gclid parameter to the redirected URL.

So, since I am the webmaster, how do I do this with WordPress? I’ve searched online but can’t tell if this can be resolved within WordPress, or if it’s something I need to find another tool for. Any ideas?