Moving to the SEO forum.
The cleanest way to handle affiliate links is via the .htaccess file.
Via FTP, you’ll want to access your website root (usually public_html) and find your .htaccess file (one can be created if you don’t see one).
You’ll want to download it and edit it in a text/code editor, adding:
rewriteengine on redirect /something-that-describes-the-link-here/ http://someaffiliatelinkhere.com/
Then you can link to it in one of your posts/pages with:
<a href="http://yourwebsite.com/something-that-describes-the-link-here/">Buy the CD</a>