I'm not sure if anyone has mentioned this or not, but another thing an entry page does is help filter out crap traffic.
If you are being sent a ton of blind or exit traffic, or even low quality traffic and they are hit with an entry/warning pagethey will think before clicking. Some will leave, and some will enter.
Those that leave... fuck 'em.
Those that stay, and enter, are surfers looking for porn, and thus are better quality. They like to click links.
I bought traffic, and the quality was actually lower than I had expected. I ran the traffic thru an entry page, and the quality almost tripled. The uniques were lower, (since it filtered out the crap) but those that did enter really helped boost some trades.
