Hmmm. Ok, thinking out loud here, and this is really a stretch:
OK. So, cookies are persistent for 30 days.
Did you maybe have another site which did have the code on it? (Otherwise, why would the campaign even have Conversion Tracking columns?) Then, maybe, someone who went to that other site (in the past 30 days) recently clicked on your ad for the affiliate site, and somehow navigated back to the original site?
Possible?
This is making my head swim...
Really karenh, my best advice would be to contact AdWords support with as much detail as possible, and let them take a look at your account.
;)
AWA