No referrers are tracked. Neither from other websites nor from search engines.
This isn't exactly my issue.
I get 'direct Entry' as Referrer for EVERY Visitor. Even if I come from a search engine or from a link at an other website.
If you checked your redirects (eg stealth redirects, frames/iframes) aren't a problem, then post (or email us at email@example.com) the url of one of your sites being tracked and we'll take a look.