If your "intangible" product is an affiliate link, you can set things up with a special "workaround" described in another forum post.
If you are selling a digital product (e-book for example) , then you can't really offer both physical products, and digital products and be able to offer immediate digital delivery. The checkout processes are generally different for physical and digital.
Typically, digital products are a single "buy now" button and are delivered immediately via a final "Download" page that the user is directed after the sale.
A physical product will generally use the "Add to Cart" feature, which adds them to your shopping cart. Upon checkout, the user is directed to a "Thank you" page of your designation.
I suppose, that Market is not advanced enough just yet to handle both types of transactions in the same purchase.
We recommend the e-junkie method for digital goods, because of the dynamic download page. That keeps security of your product, versus a static "Thank you" page that a physical goods buyer might see.
If you have an affiliate link, then you can simply put a link into the "description" field of the product, and disable the "Add to cart" button for that product by removing the price.