I run a number of e-commerce websites. I advertise a lot online. These
adverts include Google text and banner ads, and text and banner ads on
privately owned sites outside the google network. These adverts point
at a number of different sites (or destination URLS).

When a visitor clicks on an advert and goes to a web site he has to
download a client software to register for the service we provide.

Most ad tracking software will report on the number of clicks an ad
has received. If I have a payment confirmation page then the software
will also record how many transactions each ad has generated. However,
I don't have a payment confirmation page.

Can you tell me of a solution that will track clicks to multiple
destination URLS, and will record the number of times our client
software is downloaded.

I also don't want to have a web-based solution hosted by the software
provider.  I want to keep all this information in-house.