Building E-mail list conversion / redirect?

Hey guys I was wondering if somebody could give me some advice on building e-mail list I've built a new opt-in squeeze page and I am using aweber as my list responder but I am wondering about the "Thank you" page redirect.

I've read a couple of times that people would use their affiliate offer page as the thank you page but I have some concerns about my actual download rate. I am concerned that I will lose out on actual E-book downloads if I redirect my sign ups to the affiliate page since there is really no warning. Has anybody experienced a drop in downloads since there is no actual message for them to check their email after?

Any input is appreciated