But when I include the [CJ_] before my PID number, the link doesn't work. If I don't include it, the link does work, but I don't know if I am getting affiliate credit for it.
Am I supposed to use CJ_ before my PID to link to a product page or not?
No you are not supposed to use the CJ_.. Your PID goes between those two dashes, regardless of what the document on how to link is calling the PID. Some samples say CJ_PID so people don't use their old CP PID which was happening early on in the program.
So that part of your link should look like "click-#########-10463747" where the #s are replaced by your PID.