Well yes, your probably does because you have published your site to MobileMe and have your domain name forwarded to web.me.com, so you have not published directly to GoDaddy as the OP has.
He said that he is hosting his site with GoDaddy - difference between hosting your site there and having a domain name there.
The iWeb hit counter is a MobileMe only application and will not work if your site is published to anywhere other than MMe, which the OP has done.
I suggested to a friend who uses GoDaddy to download iTweak for installing an invisible counter number on every page (the counter service we both use is StatCounter and we're both happy, the price is right. With Statcounter, you get drill down statistics to analyze the effectiveness of your communication with visitors, how long they stay on each page, how do they navigate, what area of the world are they from, etc.) You might want to consider that as a solution.
The only downside is that each time you publish a new page, you do need to run it through iTweak. But it only takes a minute (not even) and we are both pleased with the results.