No Problem. Sometimes it can be accessed via the browser

http://www.mysite.com/stats/

You will be prompted for UN and PW, usually the same as signing into the control panel.

If not, just snoop around the control panel.

The only thing is I have to pay for stats with my hosting company, whilst statcounter.com is free up to a certain limit of hits. After which you start to pay.. but still less than my own server! The server offers more than I will ever need in the way of information, but of course some may find it useful... whereas the free one offers me just enough information to give me a broad overview of my visitors location, browser type, OS, page interest etc.