Make sure that the site created inside your ConvertBar dashboard matches your Leadpages domain.
If you're using a LeadPages domain then your site will be mysite.lpages.co
If you are using your own domain then your site will be mydomain.com
See this tutorial on how to add a site to your ConvertBar account.
You can add your ConvertBar script in two ways to Leadpages:
Select the standard page you wish to add the script to.
Select Lead Page Options (from menu on left) then select Tracking Code.
Paste your ConvertBar embed code into the second box and select "done".
To locate your ConvertBar embed code see this tutorial.
Save and then publish your page