If you are selling downloads via ClickBank, you already have an affiliate capability built-in (this is a good reason for choosing ClickBank)
If you are selling something else, or not using ClickBank, and on a fairly tight budget, take a look at ClickXchange (an online service) or GroundBreak (a script).
If you have more money, consider Commission Junction
The Neil Durrant book (on the 2nd link above) is supposed to be a good general introduction to this topic.
Of course, before you start the affiliate program, you'll need to determine what you're selling etc., get your basic web site set up, etc., accept payments from customers, etc., So if you haven't already dealt with these issues, I'd suggest that you do them first :-;
I have no experience with them, so I can't really comment.
It looks a little like it has some similiarites to the shopping cart feature of ejunkie (which I can't really comment on either, as all I know is what I read from their descriptions).
Have a look at the ecommerce page onwww.ebookenhance.comas well, for the ejunkie and some other sales tools. I am aware of a couple more as well, that I'll be adding to that page in the next couple of days.
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