He put that there because he is a big affiliate making a lot of money. And im sure he markets that website in the U.S.A.
A few months ago the Federal Trade Commision (F.T.C) passed a law stating that if you are an U.S.A based (or market in the U.S.A) you have to clearly state that you are making a commision if and when the visitor clicks on an affiliate link.
i followed the affiliate god (mark lings) wowblackbook examples when i have a graphic linked with a affiliate link i put (sponsered link) above or below it.
when i have a text link i put a disclaimer under the link much like the wowblackbook site
i also add a disclaimer to the bottom of every page on my site.
feel free to take a look at my website for an example
www.abdominalsuccess.com the answer to your question if you are marketing your site in the USA you need to have the FTC requirements on your site, i added them and have had no negitive affects on sales.
if you have anyquestions please pm me