Hey Mike, If you haven't found it by now the analysis board on site can be found by clicking "more" in the green banner on top and then "game editor".
EDIT OOPS (again). You meant a small physical board. My bad. Again click more, then "shop online". There are several small magnetic sets on sale for like 5 or 6 bucks. They have algebraic notation and are quite convenient. They aren't where you would expect them in the chess sets section, though. I think they're under miscellaneous supplies.
Thanks baddogno! I did not see that.
Several sites also sell mini versions of tournament sets, smaller green squared roll up mats and mini sets. There is house of staunton, chesshouse.com, several other places. Those work well beside your computer if you have just a bit of room on your desk. They have 2 1/2" kings.