Affiliate Programs?

Is it just me? Or do affiliate programs really work?

I've tried my hand at a few and they just don't seem

to be working for me. Let's take Edens Fantasy for

example. Okay I signed up with them a few weeks 

back. Now you think that once you sign up you'd

get your code and they would send you or whoever

wants to purchase something to a different page,

right? So not the case....they send you to the home

page. Once there I'm totally lost. Can't find where

I'm suppose to from there. Am I doing something 

wrong? I've been having  problems with another 

company I signed up with. Until this day I don't

know if anyone ever purchased anything from 

them through my affiliate link. Why? because 

I could never find the page that I'm suppose to

go to find my activities,earnings, or whatever to 

figure that out.  Now I've been hearing a lot of

great things about affiliate programs and wanted

to try them out but, honestly I'm getting discouraged. 

Anybody else having these problems? Can you give

me some advice on what I'm doing wrong? Have you 

been having problems? Have you been successful with

them? Help Me Please!!!!!:0)