Amsterdam, In order to prevent the hijacking of links you might want to use an affiliate link cloaking software or script . There is a thread started by me about this ... You can prob. find it by searching for a 'affiliate link cloaker' ..
Nowadays most of the time they just pop up on the merchant site, not much you can do about that, unless you frame the links. Even if you do that, it's good to ask the merchant first if you can do that, some don't have a problem with it, some do and also you need to check if your cookie is getting set. I used to do that but now I don't worry about it. In the past and still sometimes today, if a user had certain programs on their computer and went to your site and clicked a link, that program would replace your id with theirs or redirect that click thru their site. Lots of different ways, sneaky people. As someone already posted, this is the best place for the latest info: benedelman.org
Benedelman.org is a great site, and Ben does an outstanding job...I think the best resource to learn about this topic is: http://forum.abestweb.com/forumdisplay.php?s=&daysprune=-1&f=161 The most common way for these @#$% to take your commission is through BHO's - browser helper objects...EBates for example will have a pop up through their toolbar that launches when one of your visitors is shopping at a merchant's site you directed them too...Guess who gets the commission when your cookie is overwritten...