I have a web site listed on DMOZ directory. Can I submit the affiliate program (www.site.com/affiliate.html) for that site too or it will be considered as SPAM? I would like to know the answer for other SE and directories, too.
If it is your site and your afiliate program, I'd think you could submit the affiliate program here [dmoz.org]
If the affiliate program on your site is part of something that someone else developed, - you are making money by being an Amazon affiliate for example, then no, keep that out.
