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I'm working hard on my affiliate theory. Most I've gleaned from recent threads and some I'm making up as I go along ;-)
If I have a page describing a product and a link to Buy product xyz do you think I should:
My boss coined it the goldfish theory. You know how when you bring a new fish home, you're supposed to float its little plastic bag in the tank so that the water temperature gradually changes for the new fish before he is introduced to the tank? Well, with no warning on a transition from your site, your customers are like a fish that gets dumped directly into the new tank with no acclimation. It's very shocking ... and can kill weaker fish (aka, lowers conversion).
Why? You are making the visitor think.
Surfer sees that link, and thoughts like:
"Buy at othersite.com? Why can't I buy from this site?"
"Am I on somestore.com or yourstore.com?"
"What's this website get out of this?"
"Will the product be cheaper if I visit without clicking through here?"
can run through his head.
Never make the visitor think, do everything for him. Make everything painfully obvious. Think of a 5 year old navigating your site, and make it possible for him to do what you want him to.
The best way to figure out what works best for you, is to test both. Get the traffic first, and track it. Then switch it for a week, and see the difference in clickthroughs and conversions. Tweaking is a big part of being a successful affiliate. You'd be surprised how minor changes in link text, color, size, location, image, etc. can make a difference on clickthroughs and conversions.
I see your point, in fact, it was my first consideration. But, my target group are probably not to internet savvy and I really like the honesty thing (you'd never beleive some of the dodgy jobs I've done over the years after a statement like that!)...
I'll do exactly that, run a test with no warning for a week. I'll start with the warnig though...
I also pop them up in a new window. Here's a tip for those of you who are in affiliate programs that don't allow you to play with their click-code at all (which usually results in your visitor leaving your site without a new window opening). If you add a tag <base target ="_blank"> and then paste your code and then add <base target = "_top"> after the code, you can force a new window - unless of course, they put a "TARGET" tag in their click code. This way, you can get the new window, and their code (as per your agreement) hasn't been messed with. ;)