Framing the merchant pages
In general webshops do not allow cross origin iframes (anymore).
The ninja shadowbox (or lightbox) is a great extension to open images in a lightbox on your website. The ninja can be used to open iframed webpages as well. It is pretty easy to open merchant links in a lightbox on your site instead of clicking away from your site.
First install the ninja extension, in the module settings ensure the 'iframe' option is enabled.
Now you need to create a customized module or component layout
Simply add rel="shadowbox" or rel="shadowbox[list]" to the external links.