Here are a few things that should draw up a red flag when you come accross an affiliate program:

No Contact Information If they don't post their contact information on their site then you should not bother with them. To me this tells me they are trying to hide something.

While using Internet Explorer my son said, "Dad, nothing happens when I click on this link." I scratched my head for a minute and thought, "he isn't doing anything different, only thing I recently installed was XP SP2"; then light went off ... one of SP2's features is incorporation of a pop-up blocker. After installing SP2, links that normally opened in a new window now don't open at all. The immediate way around it is to hold down control key (Ctrl) then click link or right click link and select "Open in New Window". To permanently turn off IE's pop-up blocker, click Tools > Pop-up Blocker > Turn Off Pop-up Blocker.

So how does all this relate to lost affiliate sales?

If you have your affiliate links set to open in a new browser window, they are considered "pop-ups" by post-SP2 Internet Explorer and many other pop-up stopping programs. The average Internet surfer with pop-up blocking software or SP2 installed will simply go to another site because they think link does not work. If they do not see your affiliate product/page, they will obviously not buy what you are selling. Since pop-up blocking feature is more-or-less automatic with SP2, you potentially lose a customer when they upgrade their copy of Internet Explorer.