You want to cloak your links via the redirection method.  Most of the major affiliate networks like ClickBank, Commission Junction, LinkShare, and others do not allow what is called a "hard cloak".  Meaning the end user is not seeing the actual destination URL on their browser's URL address bar.

This type of hard cloaking like using frames, is not considered a valid redirection method by the search engines like Google.  A lot of spammers use this teqnique so Google comes down on it hard.  That is something you do not want to happen with your site.