It just means you haven't set up a tracking code for the product you are promoting. Take a look at the ClickBank help section.
That is very strange. You need to contact customer services about that. Do you use the encrypted affiliate URLs?
You can read much here about hops: http://www.clickbank.com/help/affiliate-help/affiliate-basics/all-about-hoplinks/ Video: http://www.clickbank.com/blog/2009/02/20/video-using-clickbank-hoplinks-in-a-blog/