Just create a something.php file and do this:

Code:
$url = "http://youraffiliatelink.com";

header("Location: $url");
exit();
and stick the file on your domain.

What I do is create an index.php and stick it in a new directory, that way the url doesn't have to end in .php, ie:
http://mydomain.com/recommends/thisproduct/

All you need is that index.php in the "thisproduct" folder.

Hope that made sense.

Joe