Let say that you entered your affiliate url into a directory, would that go against any terms? For which affiliate sites is it against? (hope it makes sense)
I think you'd better enter not an affiliate URL into a directory, but a link to your website on which you promote the affiliate product. It will help you build backlinks to your website which is much better for you. But nowadays I guess there's no use of submitting your links to free directories, only to the paid ones.
You would not want to submit your affiliate link to a directory, because of something happens to the offer or the advertiser changes the link, you start over at square one. Do as Himmels suggested and build a website with your affiliate link on it, then submit that to directories. That way you can change offers or promote more than one offer if you want.