Pinterest are not particularly keen on straight out affiliate links, and have banned many of them.
What you need to do is find a shortner service that still works with Pinterest (keep in mind that they're not keen on redirects either...so shortner services are not the greatest option), or place your link on a 3rd party site like blogspot (that's sort of what nifras was referring to...3rd party sites/parasite sites/web 2.0 sites are the same thing. Basically sites where you can create your own page/blog or whatever and add your links to). Then when you post to Pinterest you post the shortner link/link to 3rd party site. Or of course if you have your own domain, then create pages there and post links to it (which is kind of what Pinterest prefer most).
Hope that helps.