Hi there,
Sounds like you need a plugin that opens up your affiliate link in an iframe. This plugin doesn’t do that, mostly it’s just a quick shortcut to a file or other site so you can count the clicks on outgoing traffic.
What you’re looking for is something that will cloak affiliate links. A quick search for WordPress affiliate link cloak gave me a good few results. Hopefully you’ve already found what you were looking for 🙂 I really need to check these forums more regularly…