Linking Thumbnail Images to Outside Websites

My question is pretty simple, when you make a thumbnail image it either links to a bigger image, the post that you inserted the thumbnail to, or nothing at all.

Is there any way possible to get a thumbnail/image to link somewhere else?

Here is my dilemma and why I want to know.

Say someone reviews some sort of product, they use a thumbnail image of the products in every post where they review the products. When a customer clicks on the thumbnail they much rather them go through an affiliate link to buy the product they are trying to sell rather then just to the full post or a larger image. Is there anyway to do this?

Even just a plugin would be nice.

I have been scouring the internet for a day and a half and it has lead me to create my first topic ever in the wordpress forums.

Hope I can get some help, thanks!