I was wondering, how well those affiliate programs work? Do your affiliates contribute to a lot of sales? Or does direct marketing and sales (e.g. through PayPal) work better? After all, affiliates do not take that much money (?), however they are supposed to generate a lot of sold products?
I currently use automatic payments through PayPal - but it might be better to get an affiliate to help sell the product as well? Anyone?
I think Steve Pavlina wrote an article on this very question. Here is a link to one of his articles: http://www.gamedev.net/reference/articles/article1293.asp. He has a bunch more on GameDev and also has a lot on his Dexterity Software site.
We make about 10-15% of our income through our affiliates. Finding good affiliates is tricky though. You need to find affiliates that have a) high traffic b) quality traffic - their customers might actually be interested in your games and c) that actually try and promote your game instead of letting it languish on some sub-page.
One incentive we have for our affiliates is a very high affiliate cut - 40%, or about $8 on a game.
In the meantime though you might be confusing affiliation with payment processing. We use BMTMicro.com to process all our payments - very simple to set up. Go and try it out for yourself 
Cas 
Thanks for the info guys! So, unless the affiliate REALLY likes your product, it does not make much of a difference!
Every little helps. There is the unseen benefit of extra exposure. Exposure on the internet is like sunlight for plants - without it your product just dies.
Cas
Although I havent used Affiliate Marketing before :P, but I know very well that there are ready made scripts available to handle the entire Affiliate Marketing Channel.
These scripts are mostly used on Gambling/Shopping related websites where a single online gaming/shopping website has thousands of affiliate partners associated with it.
Take the case of Amazon 