Hi ToPo, here are a few suggestions:
1: If you use a warning page or not is completely up to you, most of the "biiger" LL's have one but they use it as an extra page to place ads on. and it shouldn't affect trade possibilities.
2: If you are going to buy some traffic you should buy clicked traffic, not traffic that comes from blind links/404 etc. traffic-out.com does a good job at that.
3. Open them in the same window.
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