This is one of the things that both Google and Inktomi need to address. Chances are the affiliate has a higher PR than you do and may have used some sort of a redirect page to count clicks at his end.
Here's a recent thread someone else started, with no explanatory reply:
[webmasterworld.com...]
Here's another related:
[webmasterworld.com...]
And another, which I started:
[webmasterworld.com...]
And I've responded to a bunch of posts on this subject area in the Supporters Forum. If Yahoo is monitoring this thread, I wish they'd address the problem. I can point them to some other threads on the topic... It's getting to be a big and annoying problem.