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Cookies can be an issue, but it's rare that people even know how to disable them, let alone, actually delete them on a regular basis. I suppose one main issue is that I could find a good site form work, but then go home and actually buy the product - this wouldn't get tracked as I'm using two different computers.
There is affiliate software that can allow direct linking using your own domain so it does help with SEO, plus they can also allow the merchant to set the cookie, not a third party network.....**subtle cough, cough**
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