Basically, whack this into your link tag -
rel="nofollow"
so like <a href="link" rel="nofollow">Wibble</a> or whatever.
It stops spiders from following the link, basically the more links out of have, the more leaks you have, using this plugs up leaks, I would recommend only adding it to affiliate links as that is one way traffic - it would be really wankerish to do it on link exchanges etc.