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Hi rorocm,

Welcome to 5 star.

Cookies are GOOD yummmmm - but can be a worrisome part of our business.  1st time visitor sales typically don't need cookies, it's repeat visits that don't buy the 1st visit and go back later to buy direct from the merchants without clicking the affiliate link again at are affected by cookie deletion.

Some merchants and networks are not totally cookie dependant and have backup tracking like IP tracking, which isn't foolproof either.

In almost any business you have losses.  If you had a store you would lose a certain % of inventory to theft or damage.  If you were a farmer you could lose a % or ALL your crop due to floods or draughts.

So affiliates need to realize there will always be a certain amount of sales that aren't tracked for a variety of reasons.  You just need to work harder and smarter and sell more.

One thing to think about if you are worried about cookies is the sales cycle of the programs you promote. Pay per lead programs where a purchase is not involved (example free insurance quotes) the lead is more likely to develop on the spot.  Some products have short easy sales cycles, others like computers are much more likely to have comparison shoppers and long drawn out sales cycles.

Also think of ways to reach buyers that are in buy mode. If you have more of an informational site you could attract more lookie loos.  If you are doing PPC with very targeted model names and numbers and "buy" words, you are more likely to attract buyers that are ready to make a purchase.

Another important point is something both users and search engines want.

Create a site that has special value to the user to get them coming back to YOU instead of going right to the merchant.  Product comparisons and reviews are one way to do this.  If you can get them back to your site before buying and send them to the merchant you can get the commish.  Another way to get more sales is to build your list, make them YOUR customers instead of the merchants customers and remarket to them by email or RSS.

I NEVER delete cookies.  It's too much of a pain to log into places and it's nice when big sites remember who you are and what you are interested in.  Many SAVVY shoppers will want to keep cookies for convenience too.