Hi
I typically run analyze by opening a command window and browsing to the location of the install SourceSafe componets that include analyze.exe (in 6.0 typical this is ..\vss\win32)
Then run
analyze path to the database (e.g. analyze -f c:\vss\data)
From the nature of your question I figure you might be running analyze from a short cut in program files menu.
If you prefer that method you could right click on the short cut and choose properties
under the short cut tab it will list the target as something similar to
C:\2005sourcesafeb\win32\ANALYZE.EXE -x -v1 "C:\2005sourcesafeb\data"
to change databases you would change "C:\2005sourcesafeb\data" to the new path for example.
hope this helps.