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The biggest drawback to using affiliate programs on our pages is the simple fact that we send our users away from our site. We all know how difficult it is to get them there in the first place, so why do we send them away so easily? If you use the TARGET attribute with your links, when someone clicks a link on your page, it opens in a new window. Then when that window is closed, they're back at your site. Place TARGET="_blank" into your links. An example is this:
<A HREF="http://www.yourdomain.com" TARGET="_blank">Your Link</A>