There are a number of reasons why the traffic source may be showing as "unknown", including the way the browser is handling redirects, users configuring their browser to not send referring information, traffic from secure (HTTPS) to non-secure (HTTP), etc.
The most notorious of these is called a "Meta Refresh" which has commonly never passed on HTTP referrers within IE and Firefox.
The rule of thumb is that affiliates should prefer standard A links over JavaScript, and should prefer 301 or 302 redirects over meta refresh.
Below is a list of types of redirects and the browsers that do or do not support them.
STANDARD LINK
Chrome - OK
Safari - OK
FireFox - OK
JAVASCRIPT WINDOW.OPEN
Chrome - OK
Safari - OK
FireFox - OK
301 REDIRECT
Chrome - OK
Safari - OK
FireFox - OK
302 REDIRECT
Chrome - OK
Safari - OK
FireFox - OK
META REFRESH
Chrome - OK
Safari - OK
Firefox - No Referrer Sent