it should just forward on to the address you provided it to. So...if your original address has your affiliate url ingrained in it....it should forward on aswell.
I was checking my Analyatics in Reporting section in Clickbank but the clicks does not seem to increase ... Is there a problem?
Depends on the affiliate. In commission junction you have to see if advertiser approves url redirects. According to source: http://www.bestaffiliateprogramsreview.com/cloaking-affiliate-links/