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First, many download sites use redirect links when linking to the publisher's site, for example, <snip> using a PHP script.
Second, some download sites use the "nofollow" parameter in their links. <snip>
According to seroundtable.com/archives/006926.html:
Technically, rel="nofollow" does not mean the search engines won't spider the page. They will follow the link, spider the page and count the link as a backlink. What rel="nofollow" means is "don't trust the link", i.e. don't pass PageRank/TrustRank, etc.
But I've heard other sources say that a link with nofollow won't be counted by Google as an external link and therefore has no SEO benefit.
Thanks!
[edited by: caveman at 9:51 pm (utc) on Aug. 25, 2008]
[edit reason] Removed specific examples. [/edit]
Basically, those kinds of commercial links are there to allow users of Site A to get to products residing on Site B. Most of the time redirects like those you describe are part of a CMS, and/or are used for tracking purposes. SEO is rarely top-of-mind to the linking site in those cases.
If the linking site wants to credit Site B with a direct link also, they can choose to do that, and then the direct link will provide some SEO value to Site B.