By doing it this way you miss out on a opportunity to grab some extra sales!
Here are 2 things you can do to get more mileage from handing out free gifts:
1. Always bundle your freebie in a zip file.
a. Include the main freebie your are giving out
b. Include a few short cuts to sales pages or affiliate offers in the zip file (e.g. bonus1.html, click-here.html, etc...)
c. Most people do this but I'll mention it again - add affiliate links and links back to your homepage inside the pdf.
d. I also like add a page in the beginning that links out to my squeeze page. I then allow my readers the rights to share the pdf. That way if someone gets a copy of it they may end up in your list in the future.
2. Always send your leads to a download page not a direct link.
a. build a quick download page with a "download your free thing here" link
b. add some bonus links to click banking partners (if you have them)
c. add links to "recommended" paid/affiliate products
Also I don't recommend using just text/click here links either. Drop a nice product graphic and a little blurb about what the product is. For example:
"Enjoy your free download! Also don't for get to check out my Extreme List Building for Profits product! This is an 89-part video course consisting of 300 hours of HD video that will teach how to get 1 million subscribers in 15 minutes..... Click here to learn more " ;-)
This of course will have a very low CTR, as most people will just grab their freebie and run, but if you have a large list and give bonus gifts out often it can add up to a few more dollars in your pocket.