I think cj is the only way to do it directly, yes.
You can also have squidoo modules, but then you will be sharing the commission with squidoo. I do know that with the squidoo modules, it is easy to link to specific auctions (I've done it for my own auctions before, then change it to products in the niche when my auction is over).
You might want to look into Build A Niche Store if it is in your budget. I've seen some sites put together with BANS that were great. I haven't used it, so I can't give you a detailed review.
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