I guess the real question is how they are redirecting... does it update in the URL to your domain when following a link to their site? or does it still show their domain only your content?
Say domain1 is their site and domain2 is yours:
Going to domain1.com/page.html leads to domain2.com/page.html in the browser?
OR, going to domain1.com/page.html shows domain1.com/page.html, but shows content from domain2.com/page.html
If it just forwards the user over, then there should be now worries... if is keeps their domain in tact, then it might be considered dup. content. Same as www vs no
www... etc.