I had a similar problem, i have found that the cause was this....... When I sent a customer to an affiliate offer, the email "free" report box would drop , or they would elsewhere be a place where the potential customer could sign up and get on the "affiliates" list.
Low and behold , a funny thing was happening. Most people do not buy on the first visit even if they are pre sold on the product. So in a nutshell, said customer would leave the site , because they are now expecting the free offer or report in their email , so they of course go get it, well what was happening in my case is the cookie that was placed through my affiliate link was being erased buy either the users internet security software , or was simply being lost via hot mail or g mail or what have you, so even if they did buy, i lost the sale to the publisher!
The best advice I can give you is to make sure there are no "sales" leaks on the page such as the down loadable free report which they almost all have, second, build your own squeeze page where YOU get the customers email address and YOU send them the free report and also perhaps cloak your affiliate link.
There is much more help I can give, but at the moment I am in a rush , the cookie system is a definite candidate for improvement in tracking sales because off all of the anti virus and web security software that simply wipes out or resets the cookies.
I found that by changing a few things like the ones mentioned above, increased my sales three fold, and by the way, I actually tested this and went to my own affiliate link, filled in the publishers request to get my free report, read the report and clicked the link to buy, and guess what? The affiliate was getting my commission, as my own cookie from my own affiliate link simply vanished into thin air!