Personally, I use this collider script - I'm doing a platformer though, so it'll be for touching the last platform.

function OnTriggerEnter(hit:Collider) { if(hit.gameObject.tag=="Player") Application.LoadLevel(2); }

I am very sorry if any scripting is wrong in my answer but I am away from my main computer (with unity installed)

the above answer would change the level when the player collides with something once which, unless you only have one enemy that gets stronger each level probably isn't what you need.

I would suggest doing something along these lines:

var targetTag = "enemy";
function Update () {
    if(GameObject.FindWithTag(targetTag) == null){
        print("none left");
        Application.LoadLevel ("GameOver");
    }
    else{
        print("enemies left");
    }
}

you will probably get an error message as you have no scene called GameOver and have not built your game so you should add the Application.LoadLevel ("GameOver"); line after creating the GameOver level

hope that helps

Scribe