I’m not a lawyer, so my advice is based on my own personal understanding.
I think that if you are a U.S affiliate and you are hosting your site overseas, then the D.O.J can still argue that eventhough you are hosting your site overseas, the online casino you are promoting is accepting U.S players which means that it is breaking the U.S law. Since you are promoting this online casino, then not only are you helping it break the U.S law, but you are also getting paid by this online casino for doing so.
If you are a U.S based afiliate, then the least you can do is to host your site overseas, hide your whois info and put a clear disclaimer on the homepage that U.S players are not allowed to bla bla bla
I think a better option would be to set up a foreign based company and transfer ownership of the domains to that company.
I think that what dhayman said is very true, “If you are an American citizen, then I think we have a big worry, and if you are hosted in the U.S., then you may have to break out your “striped” wardrobe soon, if you continue to keep your links up. This is why I have chosen to take my site down.”
I think that the D.O.J will come after some big well known affiliate in order to send a clear message to all the other affiliates and scare the majority of affiliates away.