Morning,
I get around that problem by simply using a redirect for all of my affiliate links.
For example, my affiliate link for Download Guard (a way to automatically electronically deliver products once bought) is
http://www.richhermit.com/help/cbguard.html . You'll see when you click on it that you're automatically forwarded to the correct site...via my affiliate link.
I wrote up a brief tutorial on how to cloak your affiliate links at
http://www.lingstar.com/knowledgebase/entry/1/21/ . Scroll to the part that says, home-grown. This idea works great in PDF files - that's how I produce all of mine.
Hope that helps,