Direct linking, domain name and affiliate marketing

Who did you register the domain with? Most registrars will let you redirect your domain to anything you chose, so you can have a prospect land on your domain, and when they do, it will redirect them to your affiliate website. I know Godaddy does this, but I'm sure whomever registrar your using can do it as well.

No - it isn't.

What you're asking about is called "redirecting", not direct linking (though it can be used, in itself, as one method of achieving direct linking, and that may even be the very example you were thinking of).

And the answer is that it depends on the interface of the registrar where you registered the domain-name. (You don't need hosting for the domain, just to do this). You need to look at the "help"/"knowledge-base"/"support"/"FAQ" pages of the relevant registrar, and it'll tell you somewhere how to do this. Or if you say which registrar it is, someone here who's done it there may reply and tell you how to do it.

"Direct linking" means promoting stuff without having a website and without building a list, and sending the traffic - instead of to your own site/blog - directly from your anchor text or other clickable link (for example in the resource-box of an article in an article directory - though that wouldn't typically be a very wise or sensible way to try to make affiliate sales) to your affiliate-link of the vendor's sales page. Redirecting a domain-name would be one way of trying to do that (there are other ways, too).

Set up the domain forwarding feature with your domain name registrar. Set it to forward automatically to your affiliate link.