Running IE8. I see, in Fiddler, the ga.js script being loaded, but still '_gat' is undefined. I recently reset the browser per: http://social.answers.microsoft.com/Forums/en-US/InternetExplorer/thread/ca20f06a-49c4-4a52-8b79-2bdc283fd82c though I suspected it was bogus ("IE is somehow got corrupt.." i don't think so).
And the first script is not loaded at the time of trying to access _gat.
Also, wouldn't it be better to have a try/catch around your _gat code in case it were currently unavailable?