I recommend http://addons.oscommerce.com/info/2159 module. Easy and fast to install. I have it installed in osCMax, and it works perfectly.
Creates a drop-down box populated by admin entered referral sources that prompts the
customer where they found out about the site.
Admin can also make this required or not.
Also includes ability to control whether or not an "Other" appears in the dropdown and if so, displays an additional text input box.
Information is then stored in customers_info table and two new tables (sources, sources_other) for 1 included report and data mining.