When you post an affiliate link on a 3rd party site (any article site, or Squidoo/Hubpages), do you post the link, or do you shorten it with bit.ly first? If you do the latter, is that something you can count on to work? I'm starting to wonder if some of my shortened URLs are not dropping cookies like they should be. I mainly use programs like CJ.com and e-Junkie.
The simplest solution to make sure you get your cookie through would be to do a PHP redirect on your own domain. Just create a PHP file and type in: "<?php header("location:somepage.php"); ?>" Rename "somepage" to whatever you want to name it.