Using a nofollow will keep google from transferring link juice but yahoo and msn will usually still follow these links.
they are using an invisible image to do the tracking by adding a cookie. The actual href has no affiliate tags on it. Thats why this is really unfair.
If thats the case then they are going to lose a ton of affiliates. Firefox blocks third party cookies by default. I have used a lot of cookie stuffing techniques in the past and I still use them but research has shown that approximately 40% of my visitors had third party cookies disabled. This means that you won’t get credit for about 40% of the traffic you send to their casino.