If any of your campaigns show 0 clicks but yet show a non-zero number of conversions, your db_limit is probably not set high enough. To change your db_limit, edit the profile in the Urchin Admin. Click on the Storage/DB tab. The first field on the screen is called "DB Table Limit". Change this field to 25,000 records and click Update. Now, click Delete All Data. Click the Run/Schedule tab and re-run the profile.
If the problem persists, repeat the above steps, but specify a larger number of records.