Is it against the rules to have a cookie set for Ebay when someone visits your page? Do they have to click through? Just curious....
People use iframes to automatically set affiliate cookies, but this against CJ's TOS and just about every other network's TOS as well. CJ has a spider that looks for iframes or other methods that automatically set cookies, and their Network Quality team always catches it (traffic patterns, conversion rates, etc...) if the spider doesn't. You'll lose all your money, so it's not worth it.