How do you set up an affiliate page?

Ok, I run a whitehat business, but I want to raise the sales. Its a specific niche, online music promotion, but I am not certain if I should just add it to an existing affiliate program? Any ideas?

Oh, and I wouldn't care where the traffic came from, only if I didn't get put in jail and it converts well ,

I second this question...

After all this time, there is no reply to this question... I have services that can be sold, and I would pay net0. Once the sale was made and I know which affiliate made the sale, as they would inform me ahead of time, and considering the nature of our service, it would be easy for the affiliates and us to keep in touch.