I'm no affiliate pro but usually, but usually you make a website about what you want to market, place related affiliate ads on your site, then use SEO and backlinks to get a high Page Rank. Some people also use Pay Per Click advertising to promote their site and use related keywords on the PPC campaign.
One thing you can do is join LinkBrander.com for free and then brand your affiliate links to make them shorter. Then go and post in forums that relate to the affiliate product you want to sell. Set up your sig file with hyperlinked keywords that link back to your new Linkbrander url. The people that come to your page have an interest and if your affiliate sales page is well written you can get sales. Another way is to send you traffic to a landing page, capture their contact info to follow up with via an autoresponder, and then redirect them to your affiliate sales page. This way you build a list, get future follow up sales, and can get a few immediate sales too!
I'll give you a tip. Write product reviews on your blog and have a link all over the document that leads people to sign up / purchase.
There are lots of ways to do it. Any of the above examples are great. I personally have a couple websites that I use the ads that target my primary audience and place those ads on my site.