I just discovered this plugin last night and installed it on my WordPress Multisite install. I'm only using it on one site at the moment.
I've had a LinkShare membership for a while, though I haven't been taking full advantage of it, so I don't know the navigation of the site so well. When I try to follow the instructions mentioned in a different thread about finding the correct iTunes wrapper, I don't see any sort of blue header.
If I go to Links > Get Links, and I select the iTunes (etc) store from the list, I then see "iTunes has everyone's favorite Fall TV shows," followed by a series of text areas with code in it for specific text links or banners.
Off to the side are some sections for links by type and links by promotion, but I don't see any sort of "Link Maker Tool," and when I have searched for an individual product as recommended in the iTunes guidelines, the URL I get doesn't have the R_PARAM thing, it has murl= instead.