Managing commission tracking is still in its infancy. If you sign up directly with a merchant as part of their affiliate program, you can either trust them to do your tracking or get some software that will help you do it yourself.
If you sign up through an affiliate network, they monitor things for you. Having a third party involved in commission programs makes many people feel more comfortable. And, it doesn't cost anything to sign up for most networks so you can easily use them for your commission tracking.