This is actually not particularly hard, although it does require a script of sorts. Here's how to do it the quick and nasty way:
First, create the unit you want followed and name it something (say t1), then create a marker and name it something (say "t1marker"). Create a trigger, make it activated by whatever you want (true if it's to be activated right away) and then write this in the On Activation field:
T1MarkerFollow = [] spawn {while {alive t1} do {"t1marker" setMarkerPos t1; sleep 0.5;}}
That will make "t1marker" move with the unit named t1 every half a second. If you want it to be smoother, make the sleep smaller.
If you want some of the commands etc. explained, we're here for you!
Wolfrug out.