Although I have to admit that I have not tested this with affiliate links, I will say that it should not matter what the link is. It should work just fine. The Component/Mambot is not partial to one type of link or another.
Agree. ANY link that cannot be counted by Google as an outbound link does in fact help. Affiliate links can cause significant problems with PR, actually they are even worse than being just a bleed as they in fact accumulate negative points. One thing that folks often don't realize is that you can have a PR = 0, and then even be "stuck" there. A site which uses certain search optimization techniques can get that but your site can also get that if you have a significant number of outbound affiliate links (or even regular outbound links, but it's harder for that to happen) if along with that you have few or no inbound links, or if the inbound links to you have low PR themselves. And if you have a lot of affiliate outbound links, and happen to be listed on the "parent" of the affiliate site or on sites who serve as link farms for the affiliates, you can still get the PR 0.